NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 58.40 59.30 0.90 1.5% 54.04
High 59.79 59.50 -0.29 -0.5% 57.77
Low 58.40 58.90 0.50 0.9% 53.00
Close 59.77 59.01 -0.76 -1.3% 57.73
Range 1.39 0.60 -0.79 -56.8% 4.77
ATR 1.93 1.86 -0.08 -3.9% 0.00
Volume 9,073 12,894 3,821 42.1% 36,520
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 60.94 60.57 59.34
R3 60.34 59.97 59.18
R2 59.74 59.74 59.12
R1 59.37 59.37 59.07 59.26
PP 59.14 59.14 59.14 59.08
S1 58.77 58.77 58.96 58.66
S2 58.54 58.54 58.90
S3 57.94 58.17 58.85
S4 57.34 57.57 58.68
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 59.79 54.66 5.13 8.7% 1.33 2.2% 85% False False 8,637
10 59.79 53.00 6.79 11.5% 1.27 2.2% 89% False False 8,484
20 60.45 53.00 7.45 12.6% 1.53 2.6% 81% False False 7,386
40 60.45 48.64 11.81 20.0% 1.65 2.8% 88% False False 6,972
60 60.45 45.06 15.39 26.1% 1.64 2.8% 91% False False 6,360
80 60.45 45.06 15.39 26.1% 1.54 2.6% 91% False False 5,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 62.05
2.618 61.07
1.618 60.47
1.000 60.10
0.618 59.87
HIGH 59.50
0.618 59.27
0.500 59.20
0.382 59.13
LOW 58.90
0.618 58.53
1.000 58.30
1.618 57.93
2.618 57.33
4.250 56.35
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 59.20 58.56
PP 59.14 58.11
S1 59.07 57.66

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

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