NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 01-May-2009

Day Change Summary
	Previous	Current
	30-Apr-2009	01-May-2009	Change	Change %	Previous Week
Open	58.62	57.61	-1.01	-1.7%	56.67
High	58.62	60.35	1.73	3.0%	60.35
Low	57.54	57.44	-0.10	-0.2%	56.57
Close	58.13	60.35	2.22	3.8%	60.35
Range	1.08	2.91	1.83	169.4%	3.78
ATR	1.51	1.61	0.10	6.6%	0.00
Volume	1,647	961	-686	-41.7%	7,280

Daily Pivots for day following 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.11	67.14	61.95
R3	65.20	64.23	61.15
R2	62.29	62.29	60.88
R1	61.32	61.32	60.62	61.81
PP	59.38	59.38	59.38	59.62
S1	58.41	58.41	60.08	58.90
S2	56.47	56.47	59.82
S3	53.56	55.50	59.55
S4	50.65	52.59	58.75

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.43	69.17	62.43
R3	66.65	65.39	61.39
R2	62.87	62.87	61.04
R1	61.61	61.61	60.70	62.24
PP	59.09	59.09	59.09	59.41
S1	57.83	57.83	60.00	58.46
S2	55.31	55.31	59.66
S3	51.53	54.05	59.31
S4	47.75	50.27	58.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.35	56.57	3.78	6.3%	1.10	1.8%	100%	True	False	1,456
10	60.35	56.18	4.17	6.9%	1.00	1.7%	100%	True	False	1,630
20	62.41	56.18	6.23	10.3%	0.93	1.5%	67%	False	False	1,797
40	62.42	50.10	12.32	20.4%	1.24	2.0%	83%	False	False	1,945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	72.72
2.618	67.97
1.618	65.06
1.000	63.26
0.618	62.15
HIGH	60.35
0.618	59.24
0.500	58.90
0.382	58.55
LOW	57.44
0.618	55.64
1.000	54.53
1.618	52.73
2.618	49.82
4.250	45.07

Fisher Pivots for day following 01-May-2009
Pivot	1 day	3 day
R1	59.87	59.87
PP	59.38	59.38
S1	58.90	58.90

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols