NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 58.10 59.29 1.19 2.0% 52.62
High 60.08 59.90 -0.18 -0.3% 58.75
Low 57.81 57.41 -0.40 -0.7% 52.56
Close 58.85 58.02 -0.83 -1.4% 58.63
Range 2.27 2.49 0.22 9.7% 6.19
ATR 2.46 2.46 0.00 0.1% 0.00
Volume 290,030 305,957 15,927 5.5% 1,424,966
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 65.91 64.46 59.39
R3 63.42 61.97 58.70
R2 60.93 60.93 58.48
R1 59.48 59.48 58.25 58.96
PP 58.44 58.44 58.44 58.19
S1 56.99 56.99 57.79 56.47
S2 55.95 55.95 57.56
S3 53.46 54.50 57.34
S4 50.97 52.01 56.65
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 55.46 4.62 8.0% 2.46 4.2% 55% False False 319,986
10 60.08 50.21 9.87 17.0% 2.36 4.1% 79% False False 275,589
20 60.08 46.72 13.36 23.0% 2.32 4.0% 85% False False 246,200
40 60.08 46.72 13.36 23.0% 2.52 4.3% 85% False False 178,171
60 60.08 40.85 19.23 33.1% 2.64 4.5% 89% False False 136,464
80 60.08 40.85 19.23 33.1% 2.63 4.5% 89% False False 111,072
100 60.08 40.85 19.23 33.1% 2.75 4.7% 89% False False 93,436
120 61.33 40.85 20.48 35.3% 2.89 5.0% 84% False False 81,405
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.48
2.618 66.42
1.618 63.93
1.000 62.39
0.618 61.44
HIGH 59.90
0.618 58.95
0.500 58.66
0.382 58.36
LOW 57.41
0.618 55.87
1.000 54.92
1.618 53.38
2.618 50.89
4.250 46.83
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 58.66 58.43
PP 58.44 58.29
S1 58.23 58.16

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

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