NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 58.11 59.81 1.70 2.9% 54.50
High 59.88 61.50 1.62 2.7% 56.95
Low 57.70 58.80 1.10 1.9% 51.96
Close 59.82 59.98 0.16 0.3% 56.78
Range 2.18 2.70 0.52 23.9% 4.99
ATR 2.11 2.15 0.04 2.0% 0.00
Volume 15,367 28,631 13,264 86.3% 68,132
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 68.19 66.79 61.47
R3 65.49 64.09 60.72
R2 62.79 62.79 60.48
R1 61.39 61.39 60.23 62.09
PP 60.09 60.09 60.09 60.45
S1 58.69 58.69 59.73 59.39
S2 57.39 57.39 59.49
S3 54.69 55.99 59.24
S4 51.99 53.29 58.50
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.20 68.48 59.52
R3 65.21 63.49 58.15
R2 60.22 60.22 57.69
R1 58.50 58.50 57.24 59.36
PP 55.23 55.23 55.23 55.66
S1 53.51 53.51 56.32 54.37
S2 50.24 50.24 55.87
S3 45.25 48.52 55.41
S4 40.26 43.53 54.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.50 53.76 7.74 12.9% 2.34 3.9% 80% True False 18,219
10 61.50 51.96 9.54 15.9% 2.07 3.5% 84% True False 16,038
20 61.50 51.96 9.54 15.9% 1.88 3.1% 84% True False 13,378
40 61.50 47.99 13.51 22.5% 2.01 3.4% 89% True False 11,556
60 61.50 44.19 17.31 28.9% 2.13 3.6% 91% True False 10,534
80 61.50 44.19 17.31 28.9% 2.09 3.5% 91% True False 8,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.98
2.618 68.57
1.618 65.87
1.000 64.20
0.618 63.17
HIGH 61.50
0.618 60.47
0.500 60.15
0.382 59.83
LOW 58.80
0.618 57.13
1.000 56.10
1.618 54.43
2.618 51.73
4.250 47.33
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 60.15 59.85
PP 60.09 59.73
S1 60.04 59.60

These figures are updated between 7pm and 10pm EST after a trading day.

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