NYMEX Light Sweet Crude Oil Future August 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 59.71 60.25 0.54 0.9% 60.40
High 60.68 60.41 -0.27 -0.4% 61.60
Low 58.48 57.52 -0.96 -1.6% 57.52
Close 60.27 57.78 -2.49 -4.1% 57.78
Range 2.20 2.89 0.69 31.4% 4.08
ATR 2.20 2.25 0.05 2.2% 0.00
Volume 52,367 37,903 -14,464 -27.6% 207,601
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 67.24 65.40 59.37
R3 64.35 62.51 58.57
R2 61.46 61.46 58.31
R1 59.62 59.62 58.04 59.10
PP 58.57 58.57 58.57 58.31
S1 56.73 56.73 57.52 56.21
S2 55.68 55.68 57.25
S3 52.79 53.84 56.99
S4 49.90 50.95 56.19
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.21 68.57 60.02
R3 67.13 64.49 58.90
R2 63.05 63.05 58.53
R1 60.41 60.41 58.15 59.69
PP 58.97 58.97 58.97 58.61
S1 56.33 56.33 57.41 55.61
S2 54.89 54.89 57.03
S3 50.81 52.25 56.66
S4 46.73 48.17 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.60 57.52 4.08 7.1% 2.16 3.7% 6% False True 41,520
10 61.60 55.33 6.27 10.9% 2.10 3.6% 39% False False 41,848
20 61.60 50.76 10.84 18.8% 2.18 3.8% 65% False False 32,964
40 61.60 50.76 10.84 18.8% 2.17 3.8% 65% False False 22,982
60 61.60 43.34 18.26 31.6% 2.26 3.9% 79% False False 18,639
80 61.60 43.34 18.26 31.6% 2.19 3.8% 79% False False 15,684
100 61.60 43.34 18.26 31.6% 2.09 3.6% 79% False False 13,282
120 62.08 43.34 18.74 32.4% 1.90 3.3% 77% False False 11,517
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 False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 72.69
2.618 67.98
1.618 65.09
1.000 63.30
0.618 62.20
HIGH 60.41
0.618 59.31
0.500 58.97
0.382 58.62
LOW 57.52
0.618 55.73
1.000 54.63
1.618 52.84
2.618 49.95
4.250 45.24
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 58.97 59.49
PP 58.57 58.92
S1 58.18 58.35

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

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