NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 58.49 58.10 -0.39 -0.7% 52.62
High 58.63 60.08 1.45 2.5% 58.75
Low 56.78 57.81 1.03 1.8% 52.56
Close 58.50 58.85 0.35 0.6% 58.63
Range 1.85 2.27 0.42 22.7% 6.19
ATR 2.47 2.46 -0.01 -0.6% 0.00
Volume 291,819 290,030 -1,789 -0.6% 1,424,966
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 65.72 64.56 60.10
R3 63.45 62.29 59.47
R2 61.18 61.18 59.27
R1 60.02 60.02 59.06 60.60
PP 58.91 58.91 58.91 59.21
S1 57.75 57.75 58.64 58.33
S2 56.64 56.64 58.43
S3 54.37 55.48 58.23
S4 52.10 53.21 57.60
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.22 73.11 62.03
R3 69.03 66.92 60.33
R2 62.84 62.84 59.76
R1 60.73 60.73 59.20 61.79
PP 56.65 56.65 56.65 57.17
S1 54.54 54.54 58.06 55.60
S2 50.46 50.46 57.50
S3 44.27 48.35 56.93
S4 38.08 42.16 55.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.08 53.57 6.51 11.1% 2.55 4.3% 81% True False 305,656
10 60.08 49.12 10.96 18.6% 2.34 4.0% 89% True False 263,676
20 60.08 46.72 13.36 22.7% 2.29 3.9% 91% True False 241,425
40 60.08 46.72 13.36 22.7% 2.54 4.3% 91% True False 171,752
60 60.08 40.85 19.23 32.7% 2.68 4.6% 94% True False 132,085
80 60.08 40.85 19.23 32.7% 2.64 4.5% 94% True False 107,688
100 60.08 40.85 19.23 32.7% 2.77 4.7% 94% True False 90,663
120 61.33 40.85 20.48 34.8% 2.88 4.9% 88% False False 78,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.73
2.618 66.02
1.618 63.75
1.000 62.35
0.618 61.48
HIGH 60.08
0.618 59.21
0.500 58.95
0.382 58.68
LOW 57.81
0.618 56.41
1.000 55.54
1.618 54.14
2.618 51.87
4.250 48.16
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 58.95 58.61
PP 58.91 58.36
S1 58.88 58.12

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

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