NYMEX Light Sweet Crude Oil Future November 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 60.68 60.25 -0.43 -0.7% 56.02
High 60.68 61.62 0.94 1.5% 58.74
Low 59.80 60.25 0.45 0.8% 54.20
Close 59.94 61.62 1.68 2.8% 58.68
Range 0.88 1.37 0.49 55.7% 4.54
ATR 1.74 1.73 0.00 -0.2% 0.00
Volume 7,736 7,001 -735 -9.5% 24,885
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 65.27 64.82 62.37
R3 63.90 63.45 62.00
R2 62.53 62.53 61.87
R1 62.08 62.08 61.75 62.31
PP 61.16 61.16 61.16 61.28
S1 60.71 60.71 61.49 60.94
S2 59.79 59.79 61.37
S3 58.42 59.34 61.24
S4 57.05 57.97 60.87
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 61.62 55.83 5.79 9.4% 1.35 2.2% 100% True False 6,142
10 61.62 54.20 7.42 12.0% 1.32 2.1% 100% True False 5,487
20 61.62 54.20 7.42 12.0% 1.29 2.1% 100% True False 4,757
40 61.62 49.00 12.62 20.5% 1.49 2.4% 100% True False 4,824
60 61.62 45.87 15.75 25.6% 1.56 2.5% 100% True False 4,641
80 61.62 45.87 15.75 25.6% 1.48 2.4% 100% True False 4,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.44
2.618 65.21
1.618 63.84
1.000 62.99
0.618 62.47
HIGH 61.62
0.618 61.10
0.500 60.94
0.382 60.77
LOW 60.25
0.618 59.40
1.000 58.88
1.618 58.03
2.618 56.66
4.250 54.43
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 61.39 61.31
PP 61.16 61.00
S1 60.94 60.70

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

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