NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 56.58 55.84 -0.74 -1.3% 56.02
High 56.70 58.74 2.04 3.6% 58.74
Low 56.02 55.83 -0.19 -0.3% 54.20
Close 56.41 58.68 2.27 4.0% 58.68
Range 0.68 2.91 2.23 327.9% 4.54
ATR 1.70 1.79 0.09 5.1% 0.00
Volume 6,123 3,895 -2,228 -36.4% 24,885
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 66.48 65.49 60.28
R3 63.57 62.58 59.48
R2 60.66 60.66 59.21
R1 59.67 59.67 58.95 60.17
PP 57.75 57.75 57.75 58.00
S1 56.76 56.76 58.41 57.26
S2 54.84 54.84 58.15
S3 51.93 53.85 57.88
S4 49.02 50.94 57.08
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.83 69.29 61.18
R3 66.29 64.75 59.93
R2 61.75 61.75 59.51
R1 60.21 60.21 59.10 60.98
PP 57.21 57.21 57.21 57.59
S1 55.67 55.67 58.26 56.44
S2 52.67 52.67 57.85
S3 48.13 51.13 57.43
S4 43.59 46.59 56.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.74 54.20 4.54 7.7% 1.42 2.4% 99% True False 4,977
10 58.74 54.20 4.54 7.7% 1.43 2.4% 99% True False 4,470
20 60.65 54.20 6.45 11.0% 1.28 2.2% 69% False False 4,458
40 61.22 49.00 12.22 20.8% 1.55 2.6% 79% False False 4,648
60 61.22 45.87 15.35 26.2% 1.58 2.7% 83% False False 4,460
80 61.22 45.87 15.35 26.2% 1.48 2.5% 83% False False 4,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 71.11
2.618 66.36
1.618 63.45
1.000 61.65
0.618 60.54
HIGH 58.74
0.618 57.63
0.500 57.29
0.382 56.94
LOW 55.83
0.618 54.03
1.000 52.92
1.618 51.12
2.618 48.21
4.250 43.46
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 58.22 58.19
PP 57.75 57.70
S1 57.29 57.21

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

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