NYMEX Light Sweet Crude Oil Future October 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 59.30 58.66 -0.64 -1.1% 54.04
High 59.50 60.80 1.30 2.2% 57.77
Low 58.90 58.66 -0.24 -0.4% 53.00
Close 59.01 60.73 1.72 2.9% 57.73
Range 0.60 2.14 1.54 256.7% 4.77
ATR 1.86 1.88 0.02 1.1% 0.00
Volume 12,894 8,700 -4,194 -32.5% 36,520
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 66.48 65.75 61.91
R3 64.34 63.61 61.32
R2 62.20 62.20 61.12
R1 61.47 61.47 60.93 61.84
PP 60.06 60.06 60.06 60.25
S1 59.33 59.33 60.53 59.70
S2 57.92 57.92 60.34
S3 55.78 57.19 60.14
S4 53.64 55.05 59.55
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.48 68.87 60.35
R3 65.71 64.10 59.04
R2 60.94 60.94 58.60
R1 59.33 59.33 58.17 60.14
PP 56.17 56.17 56.17 56.57
S1 54.56 54.56 57.29 55.37
S2 51.40 51.40 56.86
S3 46.63 49.79 56.42
S4 41.86 45.02 55.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.80 54.66 6.14 10.1% 1.54 2.5% 99% True False 9,384
10 60.80 53.00 7.80 12.8% 1.40 2.3% 99% True False 8,227
20 60.80 53.00 7.80 12.8% 1.57 2.6% 99% True False 7,511
40 60.80 48.64 12.16 20.0% 1.66 2.7% 99% True False 6,986
60 60.80 45.06 15.74 25.9% 1.65 2.7% 100% True False 6,425
80 60.80 45.06 15.74 25.9% 1.56 2.6% 100% True False 5,656
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.90
2.618 66.40
1.618 64.26
1.000 62.94
0.618 62.12
HIGH 60.80
0.618 59.98
0.500 59.73
0.382 59.48
LOW 58.66
0.618 57.34
1.000 56.52
1.618 55.20
2.618 53.06
4.250 49.57
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 60.40 60.35
PP 60.06 59.98
S1 59.73 59.60

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

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