NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 56.30 56.50 0.20 0.4% 52.62
High 58.57 58.75 0.18 0.3% 58.75
Low 55.46 56.15 0.69 1.2% 52.56
Close 56.71 58.63 1.92 3.4% 58.63
Range 3.11 2.60 -0.51 -16.4% 6.19
ATR 2.52 2.52 0.01 0.2% 0.00
Volume 334,302 377,826 43,524 13.0% 1,424,966
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 65.64 64.74 60.06
R3 63.04 62.14 59.35
R2 60.44 60.44 59.11
R1 59.54 59.54 58.87 59.99
PP 57.84 57.84 57.84 58.07
S1 56.94 56.94 58.39 57.39
S2 55.24 55.24 58.15
S3 52.64 54.34 57.92
S4 50.04 51.74 57.20
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.22 73.11 62.03
R3 69.03 66.92 60.33
R2 62.84 62.84 59.76
R1 60.73 60.73 59.20 61.79
PP 56.65 56.65 56.65 57.17
S1 54.54 54.54 58.06 55.60
S2 50.46 50.46 57.50
S3 44.27 48.35 56.93
S4 38.08 42.16 55.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.75 52.56 6.19 10.6% 2.40 4.1% 98% True False 284,993
10 58.75 48.01 10.74 18.3% 2.44 4.2% 99% True False 255,106
20 58.75 46.72 12.03 20.5% 2.35 4.0% 99% True False 230,931
40 58.75 45.95 12.80 21.8% 2.58 4.4% 99% True False 159,799
60 58.75 40.85 17.90 30.5% 2.67 4.6% 99% True False 123,859
80 58.75 40.85 17.90 30.5% 2.66 4.5% 99% True False 101,232
100 59.66 40.85 18.81 32.1% 2.81 4.8% 95% False False 85,314
120 65.00 40.85 24.15 41.2% 2.92 5.0% 74% False False 74,318
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.80
2.618 65.56
1.618 62.96
1.000 61.35
0.618 60.36
HIGH 58.75
0.618 57.76
0.500 57.45
0.382 57.14
LOW 56.15
0.618 54.54
1.000 53.55
1.618 51.94
2.618 49.34
4.250 45.10
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 58.24 57.81
PP 57.84 56.98
S1 57.45 56.16

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

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