NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 57.00 59.51 2.51 4.4% 57.21
High 59.76 61.55 1.79 3.0% 59.76
Low 56.51 59.30 2.79 4.9% 54.92
Close 59.56 61.49 1.93 3.2% 59.56
Range 3.25 2.25 -1.00 -30.8% 4.84
ATR 2.25 2.25 0.00 0.0% 0.00
Volume 13,735 22,800 9,065 66.0% 91,393
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 67.53 66.76 62.73
R3 65.28 64.51 62.11
R2 63.03 63.03 61.90
R1 62.26 62.26 61.70 62.65
PP 60.78 60.78 60.78 60.97
S1 60.01 60.01 61.28 60.40
S2 58.53 58.53 61.08
S3 56.28 57.76 60.87
S4 54.03 55.51 60.25
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 72.60 70.92 62.22
R3 67.76 66.08 60.89
R2 62.92 62.92 60.45
R1 61.24 61.24 60.00 62.08
PP 58.08 58.08 58.08 58.50
S1 56.40 56.40 59.12 57.24
S2 53.24 53.24 58.67
S3 48.40 51.56 58.23
S4 43.56 46.72 56.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.55 55.21 6.34 10.3% 2.06 3.4% 99% True False 18,324
10 61.55 54.92 6.63 10.8% 1.98 3.2% 99% True False 19,500
20 62.31 54.92 7.39 12.0% 2.15 3.5% 89% False False 17,732
40 62.31 49.46 12.85 20.9% 2.32 3.8% 94% False False 20,453
60 62.31 46.14 16.17 26.3% 2.37 3.8% 95% False False 20,907
80 62.31 46.14 16.17 26.3% 2.35 3.8% 95% False False 20,342
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.11
2.618 67.44
1.618 65.19
1.000 63.80
0.618 62.94
HIGH 61.55
0.618 60.69
0.500 60.43
0.382 60.16
LOW 59.30
0.618 57.91
1.000 57.05
1.618 55.66
2.618 53.41
4.250 49.74
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 61.14 60.66
PP 60.78 59.83
S1 60.43 59.01

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

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