NYMEX Light Sweet Crude Oil Future September 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 53.99 56.45 2.46 4.6% 54.50
High 56.95 58.87 1.92 3.4% 56.95
Low 53.76 56.43 2.67 5.0% 51.96
Close 56.78 58.82 2.04 3.6% 56.78
Range 3.19 2.44 -0.75 -23.5% 4.99
ATR 2.16 2.18 0.02 0.9% 0.00
Volume 12,121 12,757 636 5.2% 68,132
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 65.36 64.53 60.16
R3 62.92 62.09 59.49
R2 60.48 60.48 59.27
R1 59.65 59.65 59.04 60.07
PP 58.04 58.04 58.04 58.25
S1 57.21 57.21 58.60 57.63
S2 55.60 55.60 58.37
S3 53.16 54.77 58.15
S4 50.72 52.33 57.48
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.20 68.48 59.52
R3 65.21 63.49 58.15
R2 60.22 60.22 57.69
R1 58.50 58.50 57.24 59.36
PP 55.23 55.23 55.23 55.66
S1 53.51 53.51 56.32 54.37
S2 50.24 50.24 55.87
S3 45.25 48.52 55.41
S4 40.26 43.53 54.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.87 52.24 6.63 11.3% 1.95 3.3% 99% True False 12,608
10 58.87 51.96 6.91 11.7% 1.92 3.3% 99% True False 13,479
20 59.50 51.96 7.54 12.8% 1.94 3.3% 91% False False 11,847
40 59.50 47.85 11.65 19.8% 2.04 3.5% 94% False False 10,685
60 59.50 44.19 15.31 26.0% 2.16 3.7% 96% False False 9,682
80 59.50 44.19 15.31 26.0% 2.07 3.5% 96% False False 8,263
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.24
2.618 65.26
1.618 62.82
1.000 61.31
0.618 60.38
HIGH 58.87
0.618 57.94
0.500 57.65
0.382 57.36
LOW 56.43
0.618 54.92
1.000 53.99
1.618 52.48
2.618 50.04
4.250 46.06
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 58.43 57.95
PP 58.04 57.09
S1 57.65 56.22

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

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