NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 58.54 56.47 -2.07 -3.5% 58.49
High 58.88 59.33 0.45 0.8% 60.08
Low 56.07 56.12 0.05 0.1% 56.07
Close 56.34 59.03 2.69 4.8% 56.34
Range 2.81 3.21 0.40 14.2% 4.01
ATR 2.49 2.54 0.05 2.1% 0.00
Volume 260,456 216,088 -44,368 -17.0% 1,460,064
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 67.79 66.62 60.80
R3 64.58 63.41 59.91
R2 61.37 61.37 59.62
R1 60.20 60.20 59.32 60.79
PP 58.16 58.16 58.16 58.45
S1 56.99 56.99 58.74 57.58
S2 54.95 54.95 58.44
S3 51.74 53.78 58.15
S4 48.53 50.57 57.26
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 6.8% 2.65 4.5% 74% False False 276,866
10 60.08 53.50 6.58 11.1% 2.50 4.2% 84% False False 285,236
20 60.08 46.72 13.36 22.6% 2.38 4.0% 92% False False 261,813
40 60.08 46.72 13.36 22.6% 2.53 4.3% 92% False False 192,562
60 60.08 42.18 17.90 30.3% 2.65 4.5% 94% False False 147,148
80 60.08 40.85 19.23 32.6% 2.63 4.5% 95% False False 119,642
100 60.08 40.85 19.23 32.6% 2.76 4.7% 95% False False 100,405
120 61.33 40.85 20.48 34.7% 2.89 4.9% 89% False False 87,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 72.97
2.618 67.73
1.618 64.52
1.000 62.54
0.618 61.31
HIGH 59.33
0.618 58.10
0.500 57.73
0.382 57.35
LOW 56.12
0.618 54.14
1.000 52.91
1.618 50.93
2.618 47.72
4.250 42.48
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 58.60 58.59
PP 58.16 58.14
S1 57.73 57.70

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

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