NYMEX Light Sweet Crude Oil Future November 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 55.84 59.77 3.93 7.0% 56.02
High 58.74 60.67 1.93 3.3% 58.74
Low 55.83 59.77 3.94 7.1% 54.20
Close 58.68 60.67 1.99 3.4% 58.68
Range 2.91 0.90 -2.01 -69.1% 4.54
ATR 1.79 1.80 0.01 0.8% 0.00
Volume 3,895 5,957 2,062 52.9% 24,885
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 63.07 62.77 61.17
R3 62.17 61.87 60.92
R2 61.27 61.27 60.84
R1 60.97 60.97 60.75 61.12
PP 60.37 60.37 60.37 60.45
S1 60.07 60.07 60.59 60.22
S2 59.47 59.47 60.51
S3 58.57 59.17 60.42
S4 57.67 58.27 60.18
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 60.67 54.71 5.96 9.8% 1.21 2.0% 100% True False 4,939
10 60.67 54.20 6.47 10.7% 1.34 2.2% 100% True False 4,876
20 60.67 54.20 6.47 10.7% 1.27 2.1% 100% True False 4,385
40 61.22 49.00 12.22 20.1% 1.53 2.5% 95% False False 4,658
60 61.22 45.87 15.35 25.3% 1.57 2.6% 96% False False 4,524
80 61.22 45.87 15.35 25.3% 1.47 2.4% 96% False False 4,160
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 63.03
1.618 62.13
1.000 61.57
0.618 61.23
HIGH 60.67
0.618 60.33
0.500 60.22
0.382 60.11
LOW 59.77
0.618 59.21
1.000 58.87
1.618 58.31
2.618 57.41
4.250 55.95
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 60.52 59.86
PP 60.37 59.06
S1 60.22 58.25

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

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