NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 59.29 57.73 -1.56 -2.6% 52.62
High 59.90 59.00 -0.90 -1.5% 58.75
Low 57.41 56.55 -0.86 -1.5% 52.56
Close 58.02 58.62 0.60 1.0% 58.63
Range 2.49 2.45 -0.04 -1.6% 6.19
ATR 2.46 2.46 0.00 0.0% 0.00
Volume 305,957 311,802 5,845 1.9% 1,424,966
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 65.41 64.46 59.97
R3 62.96 62.01 59.29
R2 60.51 60.51 59.07
R1 59.56 59.56 58.84 60.04
PP 58.06 58.06 58.06 58.29
S1 57.11 57.11 58.40 57.59
S2 55.61 55.61 58.17
S3 53.16 54.66 57.95
S4 50.71 52.21 57.27
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 56.15 3.93 6.7% 2.33 4.0% 63% False False 315,486
10 60.08 50.43 9.65 16.5% 2.43 4.1% 85% False False 283,287
20 60.08 46.72 13.36 22.8% 2.37 4.0% 89% False False 253,720
40 60.08 46.72 13.36 22.8% 2.51 4.3% 89% False False 184,656
60 60.08 40.85 19.23 32.8% 2.64 4.5% 92% False False 140,842
80 60.08 40.85 19.23 32.8% 2.62 4.5% 92% False False 114,607
100 60.08 40.85 19.23 32.8% 2.75 4.7% 92% False False 96,125
120 61.33 40.85 20.48 34.9% 2.90 4.9% 87% False False 83,893
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.41
2.618 65.41
1.618 62.96
1.000 61.45
0.618 60.51
HIGH 59.00
0.618 58.06
0.500 57.78
0.382 57.49
LOW 56.55
0.618 55.04
1.000 54.10
1.618 52.59
2.618 50.14
4.250 46.14
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 58.34 58.52
PP 58.06 58.42
S1 57.78 58.32

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

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