NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 61.30 60.56 -0.74 -1.2% 57.21
High 61.56 62.45 0.89 1.4% 59.76
Low 60.51 60.54 0.03 0.0% 54.92
Close 60.78 62.42 1.64 2.7% 59.56
Range 1.05 1.91 0.86 81.9% 4.84
ATR 2.17 2.15 -0.02 -0.8% 0.00
Volume 27,987 22,198 -5,789 -20.7% 91,393
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 67.53 66.89 63.47
R3 65.62 64.98 62.95
R2 63.71 63.71 62.77
R1 63.07 63.07 62.60 63.39
PP 61.80 61.80 61.80 61.97
S1 61.16 61.16 62.24 61.48
S2 59.89 59.89 62.07
S3 57.98 59.25 61.89
S4 56.07 57.34 61.37
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 62.45 56.46 5.99 9.6% 2.00 3.2% 99% True False 22,170
10 62.45 54.92 7.53 12.1% 1.94 3.1% 100% True False 20,621
20 62.45 54.92 7.53 12.1% 2.04 3.3% 100% True False 18,598
40 62.45 49.46 12.99 20.8% 2.27 3.6% 100% True False 20,561
60 62.45 46.14 16.31 26.1% 2.33 3.7% 100% True False 20,976
80 62.45 46.14 16.31 26.1% 2.34 3.7% 100% True False 20,581
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.57
2.618 67.45
1.618 65.54
1.000 64.36
0.618 63.63
HIGH 62.45
0.618 61.72
0.500 61.50
0.382 61.27
LOW 60.54
0.618 59.36
1.000 58.63
1.618 57.45
2.618 55.54
4.250 52.42
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 62.11 61.91
PP 61.80 61.39
S1 61.50 60.88

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

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