NYMEX Light Sweet Crude Oil Future October 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 58.66 60.74 2.08 3.5% 54.04
High 60.80 62.24 1.44 2.4% 57.77
Low 58.66 60.10 1.44 2.5% 53.00
Close 60.73 60.86 0.13 0.2% 57.73
Range 2.14 2.14 0.00 0.0% 4.77
ATR 1.88 1.89 0.02 1.0% 0.00
Volume 8,700 11,071 2,371 27.3% 36,520
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 67.49 66.31 62.04
R3 65.35 64.17 61.45
R2 63.21 63.21 61.25
R1 62.03 62.03 61.06 62.62
PP 61.07 61.07 61.07 61.36
S1 59.89 59.89 60.66 60.48
S2 58.93 58.93 60.47
S3 56.79 57.75 60.27
S4 54.65 55.61 59.68
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 62.24 55.52 6.72 11.0% 1.70 2.8% 79% True False 9,785
10 62.24 53.00 9.24 15.2% 1.54 2.5% 85% True False 8,392
20 62.24 53.00 9.24 15.2% 1.52 2.5% 85% True False 7,514
40 62.24 49.19 13.05 21.4% 1.68 2.8% 89% True False 7,089
60 62.24 45.06 17.18 28.2% 1.64 2.7% 92% True False 6,550
80 62.24 45.06 17.18 28.2% 1.58 2.6% 92% True False 5,770
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.24
Fibonacci Retracements and Extensions
4.250 71.34
2.618 67.84
1.618 65.70
1.000 64.38
0.618 63.56
HIGH 62.24
0.618 61.42
0.500 61.17
0.382 60.92
LOW 60.10
0.618 58.78
1.000 57.96
1.618 56.64
2.618 54.50
4.250 51.01
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 61.17 60.72
PP 61.07 60.59
S1 60.96 60.45

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

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