NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 57.52 56.90 -0.62 -1.1% 53.50
High 57.84 58.82 0.98 1.7% 55.89
Low 56.65 56.48 -0.17 -0.3% 50.82
Close 56.84 58.76 1.92 3.4% 55.73
Range 1.19 2.34 1.15 96.6% 5.07
ATR 2.26 2.27 0.01 0.2% 0.00
Volume 37,711 36,181 -1,530 -4.1% 122,259
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 65.04 64.24 60.05
R3 62.70 61.90 59.40
R2 60.36 60.36 59.19
R1 59.56 59.56 58.97 59.96
PP 58.02 58.02 58.02 58.22
S1 57.22 57.22 58.55 57.62
S2 55.68 55.68 58.33
S3 53.34 54.88 58.12
S4 51.00 52.54 57.47
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 58.82 52.51 6.31 10.7% 2.12 3.6% 99% True False 29,481
10 58.82 50.82 8.00 13.6% 2.09 3.6% 99% True False 27,472
20 58.82 50.76 8.06 13.7% 2.17 3.7% 99% True False 23,050
40 58.82 47.14 11.68 19.9% 2.26 3.8% 99% True False 16,622
60 58.82 43.34 15.48 26.3% 2.26 3.9% 100% True False 14,119
80 58.82 43.34 15.48 26.3% 2.15 3.7% 100% True False 12,063
100 60.48 43.34 17.14 29.2% 2.04 3.5% 90% False False 10,237
120 66.38 43.34 23.04 39.2% 1.84 3.1% 67% False False 8,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.77
2.618 64.95
1.618 62.61
1.000 61.16
0.618 60.27
HIGH 58.82
0.618 57.93
0.500 57.65
0.382 57.37
LOW 56.48
0.618 55.03
1.000 54.14
1.618 52.69
2.618 50.35
4.250 46.54
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 58.39 58.20
PP 58.02 57.64
S1 57.65 57.08

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

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