NYMEX Light Sweet Crude Oil Future August 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 52.91 52.95 0.04 0.1% 53.50
High 54.02 55.89 1.87 3.5% 55.89
Low 52.51 52.66 0.15 0.3% 50.82
Close 53.40 55.73 2.33 4.4% 55.73
Range 1.51 3.23 1.72 113.9% 5.07
ATR 2.27 2.34 0.07 3.0% 0.00
Volume 30,643 22,626 -8,017 -26.2% 122,259
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 64.45 63.32 57.51
R3 61.22 60.09 56.62
R2 57.99 57.99 56.32
R1 56.86 56.86 56.03 57.43
PP 54.76 54.76 54.76 55.04
S1 53.63 53.63 55.43 54.20
S2 51.53 51.53 55.14
S3 48.30 50.40 54.84
S4 45.07 47.17 53.95
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 69.36 67.61 58.52
R3 64.29 62.54 57.12
R2 59.22 59.22 56.66
R1 57.47 57.47 56.19 58.35
PP 54.15 54.15 54.15 54.58
S1 52.40 52.40 55.27 53.28
S2 49.08 49.08 54.80
S3 44.01 47.33 54.34
S4 38.94 42.26 52.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.89 50.82 5.07 9.1% 2.25 4.0% 97% True False 24,451
10 55.90 50.76 5.14 9.2% 2.25 4.0% 97% False False 24,080
20 58.71 50.76 7.95 14.3% 2.35 4.2% 63% False False 20,574
40 58.71 47.14 11.57 20.8% 2.26 4.1% 74% False False 15,216
60 58.71 43.34 15.37 27.6% 2.25 4.0% 81% False False 12,869
80 60.48 43.34 17.14 30.8% 2.15 3.9% 72% False False 11,027
100 60.48 43.34 17.14 30.8% 1.98 3.6% 72% False False 9,391
120 71.56 43.34 28.22 50.6% 1.86 3.3% 44% False False 8,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 69.62
2.618 64.35
1.618 61.12
1.000 59.12
0.618 57.89
HIGH 55.89
0.618 54.66
0.500 54.28
0.382 53.89
LOW 52.66
0.618 50.66
1.000 49.43
1.618 47.43
2.618 44.20
4.250 38.93
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 55.25 55.05
PP 54.76 54.38
S1 54.28 53.70

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

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