NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 57.73 58.54 0.81 1.4% 58.49
High 59.00 58.88 -0.12 -0.2% 60.08
Low 56.55 56.07 -0.48 -0.8% 56.07
Close 58.62 56.34 -2.28 -3.9% 56.34
Range 2.45 2.81 0.36 14.7% 4.01
ATR 2.46 2.49 0.02 1.0% 0.00
Volume 311,802 260,456 -51,346 -16.5% 1,460,064
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 65.53 63.74 57.89
R3 62.72 60.93 57.11
R2 59.91 59.91 56.86
R1 58.12 58.12 56.60 57.61
PP 57.10 57.10 57.10 56.84
S1 55.31 55.31 56.08 54.80
S2 54.29 54.29 55.82
S3 51.48 52.50 55.57
S4 48.67 49.69 54.79
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 69.53 66.94 58.55
R3 65.52 62.93 57.44
R2 61.51 61.51 57.08
R1 58.92 58.92 56.71 58.21
PP 57.50 57.50 57.50 57.14
S1 54.91 54.91 55.97 54.20
S2 53.49 53.49 55.60
S3 49.48 50.90 55.24
S4 45.47 46.89 54.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.08 56.07 4.01 7.1% 2.37 4.2% 7% False True 292,012
10 60.08 52.56 7.52 13.3% 2.39 4.2% 50% False False 288,503
20 60.08 46.72 13.36 23.7% 2.43 4.3% 72% False False 259,191
40 60.08 46.72 13.36 23.7% 2.49 4.4% 72% False False 189,232
60 60.08 41.46 18.62 33.0% 2.64 4.7% 80% False False 144,371
80 60.08 40.85 19.23 34.1% 2.63 4.7% 81% False False 117,390
100 60.08 40.85 19.23 34.1% 2.76 4.9% 81% False False 98,434
120 61.33 40.85 20.48 36.4% 2.88 5.1% 76% False False 85,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.82
2.618 66.24
1.618 63.43
1.000 61.69
0.618 60.62
HIGH 58.88
0.618 57.81
0.500 57.48
0.382 57.14
LOW 56.07
0.618 54.33
1.000 53.26
1.618 51.52
2.618 48.71
4.250 44.13
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 57.48 57.99
PP 57.10 57.44
S1 56.72 56.89

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

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