NYMEX Light Sweet Crude Oil Future December 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 59.51 61.30 1.79 3.0% 57.21
High 61.55 61.56 0.01 0.0% 59.76
Low 59.30 60.51 1.21 2.0% 54.92
Close 61.49 60.78 -0.71 -1.2% 59.56
Range 2.25 1.05 -1.20 -53.3% 4.84
ATR 2.25 2.17 -0.09 -3.8% 0.00
Volume 22,800 27,987 5,187 22.8% 91,393
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 64.10 63.49 61.36
R3 63.05 62.44 61.07
R2 62.00 62.00 60.97
R1 61.39 61.39 60.88 61.17
PP 60.95 60.95 60.95 60.84
S1 60.34 60.34 60.68 60.12
S2 59.90 59.90 60.59
S3 58.85 59.29 60.49
S4 57.80 58.24 60.20
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 61.56 55.70 5.86 9.6% 1.99 3.3% 87% True False 20,481
10 61.56 54.92 6.64 10.9% 1.86 3.1% 88% True False 20,472
20 62.25 54.92 7.33 12.1% 2.05 3.4% 80% False False 18,366
40 62.31 49.46 12.85 21.1% 2.28 3.8% 88% False False 20,658
60 62.31 46.14 16.17 26.6% 2.34 3.8% 91% False False 21,051
80 62.31 46.14 16.17 26.6% 2.33 3.8% 91% False False 20,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 66.02
2.618 64.31
1.618 63.26
1.000 62.61
0.618 62.21
HIGH 61.56
0.618 61.16
0.500 61.04
0.382 60.91
LOW 60.51
0.618 59.86
1.000 59.46
1.618 58.81
2.618 57.76
4.250 56.05
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 61.04 60.20
PP 60.95 59.62
S1 60.87 59.04

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

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