NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 61.68 61.05 -0.63 -1.0% 57.22
High 61.87 61.98 0.11 0.2% 62.26
Low 59.92 60.50 0.58 1.0% 56.76
Close 61.05 61.67 0.62 1.0% 61.67
Range 1.95 1.48 -0.47 -24.1% 5.50
ATR 2.40 2.33 -0.07 -2.7% 0.00
Volume 270,022 237,412 -32,610 -12.1% 1,145,891
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 65.82 65.23 62.48
R3 64.34 63.75 62.08
R2 62.86 62.86 61.94
R1 62.27 62.27 61.81 62.57
PP 61.38 61.38 61.38 61.53
S1 60.79 60.79 61.53 61.09
S2 59.90 59.90 61.40
S3 58.42 59.31 61.26
S4 56.94 57.83 60.86
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.73 74.70 64.70
R3 71.23 69.20 63.18
R2 65.73 65.73 62.68
R1 63.70 63.70 62.17 64.72
PP 60.23 60.23 60.23 60.74
S1 58.20 58.20 61.17 59.22
S2 54.73 54.73 60.66
S3 49.23 52.70 60.16
S4 43.73 47.20 58.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.26 56.76 5.50 8.9% 2.21 3.6% 89% False False 229,178
10 62.26 56.74 5.52 9.0% 2.26 3.7% 89% False False 193,038
20 62.26 49.55 12.71 20.6% 2.30 3.7% 95% False False 148,636
40 62.26 49.07 13.19 21.4% 2.40 3.9% 96% False False 101,449
60 62.26 44.27 17.99 29.2% 2.46 4.0% 97% False False 74,451
80 62.26 42.19 20.07 32.5% 2.43 3.9% 97% False False 59,572
100 62.26 42.19 20.07 32.5% 2.57 4.2% 97% False False 50,002
120 62.26 42.19 20.07 32.5% 2.65 4.3% 97% False False 42,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 68.27
2.618 65.85
1.618 64.37
1.000 63.46
0.618 62.89
HIGH 61.98
0.618 61.41
0.500 61.24
0.382 61.07
LOW 60.50
0.618 59.59
1.000 59.02
1.618 58.11
2.618 56.63
4.250 54.21
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 61.53 61.47
PP 61.38 61.26
S1 61.24 61.06

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

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