NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 62.87 62.91 0.04 0.1% 57.22
High 63.82 65.44 1.62 2.5% 62.26
Low 62.19 62.75 0.56 0.9% 56.76
Close 63.45 65.08 1.63 2.6% 61.67
Range 1.63 2.69 1.06 65.0% 5.50
ATR 2.33 2.35 0.03 1.1% 0.00
Volume 267,127 261,887 -5,240 -2.0% 1,145,891
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 72.49 71.48 66.56
R3 69.80 68.79 65.82
R2 67.11 67.11 65.57
R1 66.10 66.10 65.33 66.61
PP 64.42 64.42 64.42 64.68
S1 63.41 63.41 64.83 63.92
S2 61.73 61.73 64.59
S3 59.04 60.72 64.34
S4 56.35 58.03 63.60
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 65.44 59.53 5.91 9.1% 2.15 3.3% 94% True False 244,550
10 65.44 56.74 8.70 13.4% 2.36 3.6% 96% True False 217,794
20 65.44 51.41 14.03 21.6% 2.31 3.6% 97% True False 173,222
40 65.44 49.07 16.37 25.2% 2.37 3.6% 98% True False 117,540
60 65.44 45.30 20.14 30.9% 2.45 3.8% 98% True False 85,439
80 65.44 42.19 23.25 35.7% 2.45 3.8% 98% True False 68,101
100 65.44 42.19 23.25 35.7% 2.50 3.8% 98% True False 56,921
120 65.44 42.19 23.25 35.7% 2.65 4.1% 98% True False 48,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.87
2.618 72.48
1.618 69.79
1.000 68.13
0.618 67.10
HIGH 65.44
0.618 64.41
0.500 64.10
0.382 63.78
LOW 62.75
0.618 61.09
1.000 60.06
1.618 58.40
2.618 55.71
4.250 51.32
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 64.75 64.22
PP 64.42 63.35
S1 64.10 62.49

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

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