NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 64.25 63.18 -1.07 -1.7% 59.99
High 64.25 64.07 -0.18 -0.3% 64.40
Low 63.04 63.02 -0.02 0.0% 59.99
Close 64.30 64.07 -0.23 -0.4% 64.30
Range 1.21 1.05 -0.16 -13.2% 4.41
ATR 1.62 1.60 -0.02 -1.5% 0.00
Volume 2,706 908 -1,798 -66.4% 13,122
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 66.87 66.52 64.65
R3 65.82 65.47 64.36
R2 64.77 64.77 64.26
R1 64.42 64.42 64.17 64.60
PP 63.72 63.72 63.72 63.81
S1 63.37 63.37 63.97 63.55
S2 62.67 62.67 63.88
S3 61.62 62.32 63.78
S4 60.57 61.27 63.49
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 76.13 74.62 66.73
R3 71.72 70.21 65.51
R2 67.31 67.31 65.11
R1 65.80 65.80 64.70 66.56
PP 62.90 62.90 62.90 63.27
S1 61.39 61.39 63.90 62.15
S2 58.49 58.49 63.49
S3 54.08 56.98 63.09
S4 49.67 52.57 61.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.40 61.41 2.99 4.7% 1.41 2.2% 89% False False 2,389
10 64.40 56.57 7.83 12.2% 1.39 2.2% 96% False False 1,869
20 64.40 56.18 8.22 12.8% 1.07 1.7% 96% False False 1,735
40 64.40 51.78 12.62 19.7% 1.19 1.9% 97% False False 1,878
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.53
2.618 66.82
1.618 65.77
1.000 65.12
0.618 64.72
HIGH 64.07
0.618 63.67
0.500 63.55
0.382 63.42
LOW 63.02
0.618 62.37
1.000 61.97
1.618 61.32
2.618 60.27
4.250 58.56
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 63.90 63.80
PP 63.72 63.52
S1 63.55 63.25

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

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