NYMEX Light Sweet Crude Oil Future January 2010


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 62.05 61.55 -0.50 -0.8% 56.67
High 62.30 63.12 0.82 1.3% 60.35
Low 61.41 61.53 0.12 0.2% 56.57
Close 61.50 63.12 1.62 2.6% 60.35
Range 0.89 1.59 0.70 78.7% 3.78
ATR 1.60 1.60 0.00 0.1% 0.00
Volume 1,311 4,295 2,984 227.6% 7,280
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 67.36 66.83 63.99
R3 65.77 65.24 63.56
R2 64.18 64.18 63.41
R1 63.65 63.65 63.27 63.92
PP 62.59 62.59 62.59 62.72
S1 62.06 62.06 62.97 62.33
S2 61.00 61.00 62.83
S3 59.41 60.47 62.68
S4 57.82 58.88 62.25
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 63.12 57.44 5.68 9.0% 1.75 2.8% 100% True False 2,059
10 63.12 56.50 6.62 10.5% 1.12 1.8% 100% True False 1,980
20 63.12 56.18 6.94 11.0% 1.06 1.7% 100% True False 1,788
40 63.12 50.10 13.02 20.6% 1.23 1.9% 100% True False 1,977
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.88
2.618 67.28
1.618 65.69
1.000 64.71
0.618 64.10
HIGH 63.12
0.618 62.51
0.500 62.33
0.382 62.14
LOW 61.53
0.618 60.55
1.000 59.94
1.618 58.96
2.618 57.37
4.250 54.77
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 62.86 62.60
PP 62.59 62.08
S1 62.33 61.56

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

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