NYMEX Light Sweet Crude Oil Future June 2009


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 50.79 50.95 0.16 0.3% 51.45
High 51.94 53.65 1.71 3.3% 53.65
Low 50.21 50.43 0.22 0.4% 48.01
Close 51.12 53.20 2.08 4.1% 53.20
Range 1.73 3.22 1.49 86.1% 5.64
ATR 2.51 2.56 0.05 2.0% 0.00
Volume 234,826 208,296 -26,530 -11.3% 1,126,102
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 62.09 60.86 54.97
R3 58.87 57.64 54.09
R2 55.65 55.65 53.79
R1 54.42 54.42 53.50 55.04
PP 52.43 52.43 52.43 52.73
S1 51.20 51.20 52.90 51.82
S2 49.21 49.21 52.61
S3 45.99 47.98 52.31
S4 42.77 44.76 51.43
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.54 66.51 56.30
R3 62.90 60.87 54.75
R2 57.26 57.26 54.23
R1 55.23 55.23 53.72 56.25
PP 51.62 51.62 51.62 52.13
S1 49.59 49.59 52.68 50.61
S2 45.98 45.98 52.17
S3 40.34 43.95 51.65
S4 34.70 38.31 50.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.65 48.01 5.64 10.6% 2.47 4.6% 92% True False 225,220
10 53.65 46.72 6.93 13.0% 2.48 4.7% 94% True False 229,880
20 55.85 46.72 9.13 17.2% 2.53 4.8% 71% False False 192,231
40 56.10 45.08 11.02 20.7% 2.65 5.0% 74% False False 132,534
60 56.10 40.85 15.25 28.7% 2.68 5.0% 81% False False 103,027
80 57.95 40.85 17.10 32.1% 2.69 5.1% 72% False False 85,084
100 59.66 40.85 18.81 35.4% 2.86 5.4% 66% False False 72,406
120 70.47 40.85 29.62 55.7% 2.95 5.6% 42% False False 63,018
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.34
2.618 62.08
1.618 58.86
1.000 56.87
0.618 55.64
HIGH 53.65
0.618 52.42
0.500 52.04
0.382 51.66
LOW 50.43
0.618 48.44
1.000 47.21
1.618 45.22
2.618 42.00
4.250 36.75
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 52.81 52.60
PP 52.43 51.99
S1 52.04 51.39

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

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