NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 52.95 55.72 2.77 5.2% 53.50
High 55.89 57.68 1.79 3.2% 55.89
Low 52.66 55.33 2.67 5.1% 50.82
Close 55.73 57.64 1.91 3.4% 55.73
Range 3.23 2.35 -0.88 -27.2% 5.07
ATR 2.34 2.34 0.00 0.0% 0.00
Volume 22,626 20,246 -2,380 -10.5% 122,259
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 63.93 63.14 58.93
R3 61.58 60.79 58.29
R2 59.23 59.23 58.07
R1 58.44 58.44 57.86 58.84
PP 56.88 56.88 56.88 57.08
S1 56.09 56.09 57.42 56.49
S2 54.53 54.53 57.21
S3 52.18 53.74 56.99
S4 49.83 51.39 56.35
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 57.68 51.15 6.53 11.3% 2.18 3.8% 99% True False 23,732
10 57.68 50.76 6.92 12.0% 2.12 3.7% 99% True False 24,687
20 58.71 50.76 7.95 13.8% 2.27 3.9% 87% False False 20,821
40 58.71 47.14 11.57 20.1% 2.28 4.0% 91% False False 15,444
60 58.71 43.34 15.37 26.7% 2.27 3.9% 93% False False 13,121
80 60.00 43.34 16.66 28.9% 2.17 3.8% 86% False False 11,238
100 60.48 43.34 17.14 29.7% 2.01 3.5% 83% False False 9,552
120 71.56 43.34 28.22 49.0% 1.86 3.2% 51% False False 8,302
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.67
2.618 63.83
1.618 61.48
1.000 60.03
0.618 59.13
HIGH 57.68
0.618 56.78
0.500 56.51
0.382 56.23
LOW 55.33
0.618 53.88
1.000 52.98
1.618 51.53
2.618 49.18
4.250 45.34
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 57.26 56.79
PP 56.88 55.94
S1 56.51 55.10

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

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