NYMEX Light Sweet Crude Oil Future January 2010


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 57.61 59.99 2.38 4.1% 56.67
High 60.35 62.28 1.93 3.2% 60.35
Low 57.44 59.99 2.55 4.4% 56.57
Close 60.35 62.22 1.87 3.1% 60.35
Range 2.91 2.29 -0.62 -21.3% 3.78
ATR 1.61 1.66 0.05 3.0% 0.00
Volume 961 2,085 1,124 117.0% 7,280
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 68.37 67.58 63.48
R3 66.08 65.29 62.85
R2 63.79 63.79 62.64
R1 63.00 63.00 62.43 63.40
PP 61.50 61.50 61.50 61.69
S1 60.71 60.71 62.01 61.11
S2 59.21 59.21 61.80
S3 56.92 58.42 61.59
S4 54.63 56.13 60.96
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 62.28 56.57 5.71 9.2% 1.37 2.2% 99% True False 1,350
10 62.28 56.18 6.10 9.8% 1.08 1.7% 99% True False 1,732
20 62.41 56.18 6.23 10.0% 0.99 1.6% 97% False False 1,814
40 62.42 50.10 12.32 19.8% 1.26 2.0% 98% False False 1,944
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.01
2.618 68.28
1.618 65.99
1.000 64.57
0.618 63.70
HIGH 62.28
0.618 61.41
0.500 61.14
0.382 60.86
LOW 59.99
0.618 58.57
1.000 57.70
1.618 56.28
2.618 53.99
4.250 50.26
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 61.86 61.43
PP 61.50 60.65
S1 61.14 59.86

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

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