NYMEX Light Sweet Crude Oil Future September 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 58.75 58.11 -0.64 -1.1% 54.50
High 59.00 59.88 0.88 1.5% 56.95
Low 57.82 57.70 -0.12 -0.2% 51.96
Close 58.04 59.82 1.78 3.1% 56.78
Range 1.18 2.18 1.00 84.7% 4.99
ATR 2.11 2.11 0.01 0.2% 0.00
Volume 22,221 15,367 -6,854 -30.8% 68,132
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 65.67 64.93 61.02
R3 63.49 62.75 60.42
R2 61.31 61.31 60.22
R1 60.57 60.57 60.02 60.94
PP 59.13 59.13 59.13 59.32
S1 58.39 58.39 59.62 58.76
S2 56.95 56.95 59.42
S3 54.77 56.21 59.22
S4 52.59 54.03 58.62
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 59.88 53.57 6.31 10.5% 2.08 3.5% 99% True False 15,736
10 59.88 51.96 7.92 13.2% 1.93 3.2% 99% True False 14,596
20 59.88 51.96 7.92 13.2% 1.90 3.2% 99% True False 12,705
40 59.88 47.85 12.03 20.1% 2.01 3.4% 100% True False 11,066
60 59.88 44.19 15.69 26.2% 2.14 3.6% 100% True False 10,154
80 59.88 44.19 15.69 26.2% 2.07 3.5% 100% True False 8,639
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.15
2.618 65.59
1.618 63.41
1.000 62.06
0.618 61.23
HIGH 59.88
0.618 59.05
0.500 58.79
0.382 58.53
LOW 57.70
0.618 56.35
1.000 55.52
1.618 54.17
2.618 51.99
4.250 48.44
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 59.48 59.27
PP 59.13 58.71
S1 58.79 58.16

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

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