NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 61.76 61.55 -0.21 -0.3% 58.40
High 62.30 61.93 -0.37 -0.6% 62.30
Low 60.92 60.45 -0.47 -0.8% 58.40
Close 62.23 61.91 -0.32 -0.5% 62.23
Range 1.38 1.48 0.10 7.2% 3.90
ATR 1.86 1.86 -0.01 -0.3% 0.00
Volume 17,227 11,679 -5,548 -32.2% 58,965
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 65.87 65.37 62.72
R3 64.39 63.89 62.32
R2 62.91 62.91 62.18
R1 62.41 62.41 62.05 62.66
PP 61.43 61.43 61.43 61.56
S1 60.93 60.93 61.77 61.18
S2 59.95 59.95 61.64
S3 58.47 59.45 61.50
S4 56.99 57.97 61.10
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 72.68 71.35 64.38
R3 68.78 67.45 63.30
R2 64.88 64.88 62.95
R1 63.55 63.55 62.59 64.22
PP 60.98 60.98 60.98 61.31
S1 59.65 59.65 61.87 60.32
S2 57.08 57.08 61.52
S3 53.18 55.75 61.16
S4 49.28 51.85 60.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.30 58.66 3.64 5.9% 1.55 2.5% 89% False False 12,314
10 62.30 53.25 9.05 14.6% 1.48 2.4% 96% False False 9,796
20 62.30 53.00 9.30 15.0% 1.47 2.4% 96% False False 8,217
40 62.30 49.73 12.57 20.3% 1.63 2.6% 97% False False 7,529
60 62.30 45.06 17.24 27.8% 1.66 2.7% 98% False False 6,918
80 62.30 45.06 17.24 27.8% 1.59 2.6% 98% False False 6,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.22
2.618 65.80
1.618 64.32
1.000 63.41
0.618 62.84
HIGH 61.93
0.618 61.36
0.500 61.19
0.382 61.02
LOW 60.45
0.618 59.54
1.000 58.97
1.618 58.06
2.618 56.58
4.250 54.16
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 61.67 61.67
PP 61.43 61.44
S1 61.19 61.20

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

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