NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 49.70 49.93 0.23 0.5% 52.00
High 50.48 51.37 0.89 1.8% 52.15
Low 49.11 49.41 0.30 0.6% 48.84
Close 49.98 50.33 0.35 0.7% 50.33
Range 1.37 1.96 0.59 43.1% 3.31
ATR 2.85 2.79 -0.06 -2.2% 0.00
Volume 228,056 196,957 -31,099 -13.6% 1,295,014
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.25 55.25 51.41
R3 54.29 53.29 50.87
R2 52.33 52.33 50.69
R1 51.33 51.33 50.51 51.83
PP 50.37 50.37 50.37 50.62
S1 49.37 49.37 50.15 49.87
S2 48.41 48.41 49.97
S3 46.45 47.41 49.79
S4 44.49 45.45 49.25
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.37 58.66 52.15
R3 57.06 55.35 51.24
R2 53.75 53.75 50.94
R1 52.04 52.04 50.63 51.24
PP 50.44 50.44 50.44 50.04
S1 48.73 48.73 50.03 47.93
S2 47.13 47.13 49.72
S3 43.82 45.42 49.42
S4 40.51 42.11 48.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.15 48.84 3.31 6.6% 2.16 4.3% 45% False False 259,002
10 53.90 47.37 6.53 13.0% 2.75 5.5% 45% False False 261,308
20 54.66 47.26 7.40 14.7% 2.64 5.2% 41% False False 243,591
40 54.66 39.95 14.71 29.2% 2.87 5.7% 71% False False 191,541
60 54.66 39.42 15.24 30.3% 2.82 5.6% 72% False False 144,746
80 58.31 39.42 18.89 37.5% 2.95 5.9% 58% False False 113,078
100 59.89 39.42 20.47 40.7% 3.00 6.0% 53% False False 92,868
120 75.10 39.42 35.68 70.9% 3.05 6.1% 31% False False 78,449
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.70
2.618 56.50
1.618 54.54
1.000 53.33
0.618 52.58
HIGH 51.37
0.618 50.62
0.500 50.39
0.382 50.16
LOW 49.41
0.618 48.20
1.000 47.45
1.618 46.24
2.618 44.28
4.250 41.08
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 50.39 50.27
PP 50.37 50.20
S1 50.35 50.14

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

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