NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 62.42 62.21 -0.21 -0.3% 59.51
High 63.80 63.72 -0.08 -0.1% 63.80
Low 61.40 62.21 0.81 1.3% 59.30
Close 62.52 63.69 1.17 1.9% 63.69
Range 2.40 1.51 -0.89 -37.1% 4.50
ATR 2.16 2.12 -0.05 -2.2% 0.00
Volume 27,714 37,079 9,365 33.8% 137,778
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 67.74 67.22 64.52
R3 66.23 65.71 64.11
R2 64.72 64.72 63.97
R1 64.20 64.20 63.83 64.46
PP 63.21 63.21 63.21 63.34
S1 62.69 62.69 63.55 62.95
S2 61.70 61.70 63.41
S3 60.19 61.18 63.27
S4 58.68 59.67 62.86
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.76 74.23 66.17
R3 71.26 69.73 64.93
R2 66.76 66.76 64.52
R1 65.23 65.23 64.10 66.00
PP 62.26 62.26 62.26 62.65
S1 60.73 60.73 63.28 61.50
S2 57.76 57.76 62.87
S3 53.26 56.23 62.45
S4 48.76 51.73 61.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.80 59.30 4.50 7.1% 1.82 2.9% 98% False False 27,555
10 63.80 54.92 8.88 13.9% 1.96 3.1% 99% False False 22,917
20 63.80 54.92 8.88 13.9% 1.95 3.1% 99% False False 19,843
40 63.80 50.50 13.30 20.9% 2.22 3.5% 99% False False 20,826
60 63.80 46.14 17.66 27.7% 2.32 3.6% 99% False False 21,492
80 63.80 46.14 17.66 27.7% 2.33 3.7% 99% False False 21,040
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.14
2.618 67.67
1.618 66.16
1.000 65.23
0.618 64.65
HIGH 63.72
0.618 63.14
0.500 62.97
0.382 62.79
LOW 62.21
0.618 61.28
1.000 60.70
1.618 59.77
2.618 58.26
4.250 55.79
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 63.45 63.18
PP 63.21 62.68
S1 62.97 62.17

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

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