NYMEX Light Sweet Crude Oil Future January 2010


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 58.62 57.61 -1.01 -1.7% 56.67
High 58.62 60.35 1.73 3.0% 60.35
Low 57.54 57.44 -0.10 -0.2% 56.57
Close 58.13 60.35 2.22 3.8% 60.35
Range 1.08 2.91 1.83 169.4% 3.78
ATR 1.51 1.61 0.10 6.6% 0.00
Volume 1,647 961 -686 -41.7% 7,280
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.11 67.14 61.95
R3 65.20 64.23 61.15
R2 62.29 62.29 60.88
R1 61.32 61.32 60.62 61.81
PP 59.38 59.38 59.38 59.62
S1 58.41 58.41 60.08 58.90
S2 56.47 56.47 59.82
S3 53.56 55.50 59.55
S4 50.65 52.59 58.75
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.43 69.17 62.43
R3 66.65 65.39 61.39
R2 62.87 62.87 61.04
R1 61.61 61.61 60.70 62.24
PP 59.09 59.09 59.09 59.41
S1 57.83 57.83 60.00 58.46
S2 55.31 55.31 59.66
S3 51.53 54.05 59.31
S4 47.75 50.27 58.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.35 56.57 3.78 6.3% 1.10 1.8% 100% True False 1,456
10 60.35 56.18 4.17 6.9% 1.00 1.7% 100% True False 1,630
20 62.41 56.18 6.23 10.3% 0.93 1.5% 67% False False 1,797
40 62.42 50.10 12.32 20.4% 1.24 2.0% 83% False False 1,945
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 0.09
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 72.72
2.618 67.97
1.618 65.06
1.000 63.26
0.618 62.15
HIGH 60.35
0.618 59.24
0.500 58.90
0.382 58.55
LOW 57.44
0.618 55.64
1.000 54.53
1.618 52.73
2.618 49.82
4.250 45.07
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 59.87 59.87
PP 59.38 59.38
S1 58.90 58.90

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

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