NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 59.99 62.05 2.06 3.4% 56.67
High 62.28 62.30 0.02 0.0% 60.35
Low 59.99 61.41 1.42 2.4% 56.57
Close 62.22 61.50 -0.72 -1.2% 60.35
Range 2.29 0.89 -1.40 -61.1% 3.78
ATR 1.66 1.60 -0.05 -3.3% 0.00
Volume 2,085 1,311 -774 -37.1% 7,280
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 64.41 63.84 61.99
R3 63.52 62.95 61.74
R2 62.63 62.63 61.66
R1 62.06 62.06 61.58 61.90
PP 61.74 61.74 61.74 61.66
S1 61.17 61.17 61.42 61.01
S2 60.85 60.85 61.34
S3 59.96 60.28 61.26
S4 59.07 59.39 61.01
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 62.30 57.44 4.86 7.9% 1.54 2.5% 84% True False 1,327
10 62.30 56.45 5.85 9.5% 1.06 1.7% 86% True False 1,633
20 62.41 56.18 6.23 10.1% 1.00 1.6% 85% False False 1,710
40 62.42 50.10 12.32 20.0% 1.23 2.0% 93% False False 1,941
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 66.08
2.618 64.63
1.618 63.74
1.000 63.19
0.618 62.85
HIGH 62.30
0.618 61.96
0.500 61.86
0.382 61.75
LOW 61.41
0.618 60.86
1.000 60.52
1.618 59.97
2.618 59.08
4.250 57.63
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 61.86 60.96
PP 61.74 60.41
S1 61.62 59.87

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

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