NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 62.00 62.64 0.64 1.0% 57.85
High 62.70 63.14 0.44 0.7% 62.83
Low 61.28 60.30 -0.98 -1.6% 57.57
Close 62.38 63.10 0.72 1.2% 62.38
Range 1.42 2.84 1.42 100.0% 5.26
ATR 2.20 2.25 0.05 2.1% 0.00
Volume 60,639 42,907 -17,732 -29.2% 265,454
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 70.70 69.74 64.66
R3 67.86 66.90 63.88
R2 65.02 65.02 63.62
R1 64.06 64.06 63.36 64.54
PP 62.18 62.18 62.18 62.42
S1 61.22 61.22 62.84 61.70
S2 59.34 59.34 62.58
S3 56.50 58.38 62.32
S4 53.66 55.54 61.54
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.71 74.80 65.27
R3 71.45 69.54 63.83
R2 66.19 66.19 63.34
R1 64.28 64.28 62.86 65.24
PP 60.93 60.93 60.93 61.40
S1 59.02 59.02 61.90 59.98
S2 55.67 55.67 61.42
S3 50.41 53.76 60.93
S4 45.15 48.50 59.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.14 59.63 3.51 5.6% 2.07 3.3% 99% True False 54,762
10 63.14 57.52 5.62 8.9% 2.25 3.6% 99% True False 47,964
20 63.14 51.15 11.99 19.0% 2.15 3.4% 100% True False 41,263
40 63.14 50.76 12.38 19.6% 2.26 3.6% 100% True False 29,449
60 63.14 45.00 18.14 28.7% 2.25 3.6% 100% True False 22,928
80 63.14 43.34 19.80 31.4% 2.19 3.5% 100% True False 19,008
100 63.14 43.34 19.80 31.4% 2.19 3.5% 100% True False 16,160
120 63.14 43.34 19.80 31.4% 1.96 3.1% 100% True False 13,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.21
2.618 70.58
1.618 67.74
1.000 65.98
0.618 64.90
HIGH 63.14
0.618 62.06
0.500 61.72
0.382 61.38
LOW 60.30
0.618 58.54
1.000 57.46
1.618 55.70
2.618 52.86
4.250 48.23
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 62.64 62.64
PP 62.18 62.18
S1 61.72 61.72

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

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