NYMEX Light Sweet Crude Oil Future December 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 56.82 57.00 0.18 0.3% 57.21
High 58.00 59.76 1.76 3.0% 59.76
Low 56.46 56.51 0.05 0.1% 54.92
Close 57.33 59.56 2.23 3.9% 59.56
Range 1.54 3.25 1.71 111.0% 4.84
ATR 2.17 2.25 0.08 3.5% 0.00
Volume 24,132 13,735 -10,397 -43.1% 91,393
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.36 67.21 61.35
R3 65.11 63.96 60.45
R2 61.86 61.86 60.16
R1 60.71 60.71 59.86 61.29
PP 58.61 58.61 58.61 58.90
S1 57.46 57.46 59.26 58.04
S2 55.36 55.36 58.96
S3 52.11 54.21 58.67
S4 48.86 50.96 57.77
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 72.60 70.92 62.22
R3 67.76 66.08 60.89
R2 62.92 62.92 60.45
R1 61.24 61.24 60.00 62.08
PP 58.08 58.08 58.08 58.50
S1 56.40 56.40 59.12 57.24
S2 53.24 53.24 58.67
S3 48.40 51.56 58.23
S4 43.56 46.72 56.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.76 54.92 4.84 8.1% 2.10 3.5% 96% True False 18,278
10 59.76 54.92 4.84 8.1% 2.07 3.5% 96% True False 18,537
20 62.31 54.92 7.39 12.4% 2.14 3.6% 63% False False 17,854
40 62.31 49.46 12.85 21.6% 2.31 3.9% 79% False False 20,398
60 62.31 46.14 16.17 27.1% 2.36 4.0% 83% False False 20,764
80 62.50 46.14 16.36 27.5% 2.37 4.0% 82% False False 20,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 73.57
2.618 68.27
1.618 65.02
1.000 63.01
0.618 61.77
HIGH 59.76
0.618 58.52
0.500 58.14
0.382 57.75
LOW 56.51
0.618 54.50
1.000 53.26
1.618 51.25
2.618 48.00
4.250 42.70
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 59.09 58.95
PP 58.61 58.34
S1 58.14 57.73

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

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