NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 55.75 55.52 -0.23 -0.4% 54.04
High 56.00 57.77 1.77 3.2% 57.77
Low 54.66 55.52 0.86 1.6% 53.00
Close 55.43 57.73 2.30 4.1% 57.73
Range 1.34 2.25 0.91 67.9% 4.77
ATR 1.89 1.92 0.03 1.7% 0.00
Volume 9,066 7,189 -1,877 -20.7% 36,520
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 63.76 62.99 58.97
R3 61.51 60.74 58.35
R2 59.26 59.26 58.14
R1 58.49 58.49 57.94 58.88
PP 57.01 57.01 57.01 57.20
S1 56.24 56.24 57.52 56.63
S2 54.76 54.76 57.32
S3 52.51 53.99 57.11
S4 50.26 51.74 56.49
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.48 68.87 60.35
R3 65.71 64.10 59.04
R2 60.94 60.94 58.60
R1 59.33 59.33 58.17 60.14
PP 56.17 56.17 56.17 56.57
S1 54.56 54.56 57.29 55.37
S2 51.40 51.40 56.86
S3 46.63 49.79 56.42
S4 41.86 45.02 55.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.77 53.00 4.77 8.3% 1.58 2.7% 99% True False 7,304
10 57.77 53.00 4.77 8.3% 1.60 2.8% 99% True False 7,262
20 60.45 53.00 7.45 12.9% 1.62 2.8% 63% False False 7,120
40 60.45 48.64 11.81 20.5% 1.68 2.9% 77% False False 6,764
60 60.45 45.06 15.39 26.7% 1.66 2.9% 82% False False 6,097
80 60.45 45.06 15.39 26.7% 1.56 2.7% 82% False False 5,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 67.33
2.618 63.66
1.618 61.41
1.000 60.02
0.618 59.16
HIGH 57.77
0.618 56.91
0.500 56.65
0.382 56.38
LOW 55.52
0.618 54.13
1.000 53.27
1.618 51.88
2.618 49.63
4.250 45.96
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 57.37 57.23
PP 57.01 56.72
S1 56.65 56.22

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

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