NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 61.50 62.87 1.37 2.2% 57.22
High 62.54 63.82 1.28 2.0% 62.26
Low 59.53 62.19 2.66 4.5% 56.76
Close 62.45 63.45 1.00 1.6% 61.67
Range 3.01 1.63 -1.38 -45.8% 5.50
ATR 2.38 2.33 -0.05 -2.3% 0.00
Volume 186,302 267,127 80,825 43.4% 1,145,891
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 68.04 67.38 64.35
R3 66.41 65.75 63.90
R2 64.78 64.78 63.75
R1 64.12 64.12 63.60 64.45
PP 63.15 63.15 63.15 63.32
S1 62.49 62.49 63.30 62.82
S2 61.52 61.52 63.15
S3 59.89 60.86 63.00
S4 58.26 59.23 62.55
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 63.82 59.53 4.29 6.8% 2.09 3.3% 91% True False 242,714
10 63.82 56.74 7.08 11.2% 2.32 3.7% 95% True False 208,019
20 63.82 50.37 13.45 21.2% 2.30 3.6% 97% True False 163,573
40 63.82 49.07 14.75 23.2% 2.36 3.7% 97% True False 111,660
60 63.82 44.27 19.55 30.8% 2.44 3.8% 98% True False 81,279
80 63.82 42.19 21.63 34.1% 2.44 3.8% 98% True False 64,956
100 63.82 42.19 21.63 34.1% 2.52 4.0% 98% True False 54,376
120 63.82 42.19 21.63 34.1% 2.64 4.2% 98% True False 46,447
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.75
2.618 68.09
1.618 66.46
1.000 65.45
0.618 64.83
HIGH 63.82
0.618 63.20
0.500 63.01
0.382 62.81
LOW 62.19
0.618 61.18
1.000 60.56
1.618 59.55
2.618 57.92
4.250 55.26
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 63.30 62.86
PP 63.15 62.27
S1 63.01 61.68

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

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