NYMEX Light Sweet Crude Oil Future January 2010


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 61.55 63.40 1.85 3.0% 56.67
High 63.12 64.40 1.28 2.0% 60.35
Low 61.53 62.10 0.57 0.9% 56.57
Close 63.12 63.20 0.08 0.1% 60.35
Range 1.59 2.30 0.71 44.7% 3.78
ATR 1.60 1.65 0.05 3.1% 0.00
Volume 4,295 2,725 -1,570 -36.6% 7,280
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 70.13 68.97 64.47
R3 67.83 66.67 63.83
R2 65.53 65.53 63.62
R1 64.37 64.37 63.41 63.80
PP 63.23 63.23 63.23 62.95
S1 62.07 62.07 62.99 61.50
S2 60.93 60.93 62.78
S3 58.63 59.77 62.57
S4 56.33 57.47 61.94
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 64.40 57.44 6.96 11.0% 2.00 3.2% 83% True False 2,275
10 64.40 56.57 7.83 12.4% 1.29 2.0% 85% True False 2,000
20 64.40 56.18 8.22 13.0% 1.07 1.7% 85% True False 1,746
40 64.40 50.20 14.20 22.5% 1.25 2.0% 92% True False 1,955
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.18
2.618 70.42
1.618 68.12
1.000 66.70
0.618 65.82
HIGH 64.40
0.618 63.52
0.500 63.25
0.382 62.98
LOW 62.10
0.618 60.68
1.000 59.80
1.618 58.38
2.618 56.08
4.250 52.33
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 63.25 63.10
PP 63.23 63.00
S1 63.22 62.91

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

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