NYMEX Light Sweet Crude Oil Future November 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 59.77 60.68 0.91 1.5% 56.02
High 60.67 60.68 0.01 0.0% 58.74
Low 59.77 59.80 0.03 0.1% 54.20
Close 60.67 59.94 -0.73 -1.2% 58.68
Range 0.90 0.88 -0.02 -2.2% 4.54
ATR 1.80 1.74 -0.07 -3.7% 0.00
Volume 5,957 7,736 1,779 29.9% 24,885
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 62.78 62.24 60.42
R3 61.90 61.36 60.18
R2 61.02 61.02 60.10
R1 60.48 60.48 60.02 60.31
PP 60.14 60.14 60.14 60.06
S1 59.60 59.60 59.86 59.43
S2 59.26 59.26 59.78
S3 58.38 58.72 59.70
S4 57.50 57.84 59.46
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.83 69.29 61.18
R3 66.29 64.75 59.93
R2 61.75 61.75 59.51
R1 60.21 60.21 59.10 60.98
PP 57.21 57.21 57.21 57.59
S1 55.67 55.67 58.26 56.44
S2 52.67 52.67 57.85
S3 48.13 51.13 57.43
S4 43.59 46.59 56.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.68 55.68 5.00 8.3% 1.28 2.1% 85% True False 5,401
10 60.68 54.20 6.48 10.8% 1.26 2.1% 89% True False 5,273
20 60.68 54.20 6.48 10.8% 1.25 2.1% 89% True False 4,582
40 61.22 49.00 12.22 20.4% 1.49 2.5% 90% False False 4,766
60 61.22 45.87 15.35 25.6% 1.56 2.6% 92% False False 4,585
80 61.22 45.87 15.35 25.6% 1.47 2.5% 92% False False 4,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.42
2.618 62.98
1.618 62.10
1.000 61.56
0.618 61.22
HIGH 60.68
0.618 60.34
0.500 60.24
0.382 60.14
LOW 59.80
0.618 59.26
1.000 58.92
1.618 58.38
2.618 57.50
4.250 56.06
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 60.24 59.38
PP 60.14 58.82
S1 60.04 58.26

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

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