NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 60.56 62.42 1.86 3.1% 57.21
High 62.45 63.80 1.35 2.2% 59.76
Low 60.54 61.40 0.86 1.4% 54.92
Close 62.42 62.52 0.10 0.2% 59.56
Range 1.91 2.40 0.49 25.7% 4.84
ATR 2.15 2.16 0.02 0.8% 0.00
Volume 22,198 27,714 5,516 24.8% 91,393
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 69.77 68.55 63.84
R3 67.37 66.15 63.18
R2 64.97 64.97 62.96
R1 63.75 63.75 62.74 64.36
PP 62.57 62.57 62.57 62.88
S1 61.35 61.35 62.30 61.96
S2 60.17 60.17 62.08
S3 57.77 58.95 61.86
S4 55.37 56.55 61.20
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 63.80 56.51 7.29 11.7% 2.17 3.5% 82% True False 22,886
10 63.80 54.92 8.88 14.2% 2.04 3.3% 86% True False 21,321
20 63.80 54.92 8.88 14.2% 1.98 3.2% 86% True False 19,087
40 63.80 49.66 14.14 22.6% 2.27 3.6% 91% True False 20,640
60 63.80 46.14 17.66 28.2% 2.32 3.7% 93% True False 21,181
80 63.80 46.14 17.66 28.2% 2.34 3.7% 93% True False 20,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.00
2.618 70.08
1.618 67.68
1.000 66.20
0.618 65.28
HIGH 63.80
0.618 62.88
0.500 62.60
0.382 62.32
LOW 61.40
0.618 59.92
1.000 59.00
1.618 57.52
2.618 55.12
4.250 51.20
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 62.60 62.40
PP 62.57 62.28
S1 62.55 62.16

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

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