NYMEX Light Sweet Crude Oil Future August 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 63.24 63.59 0.35 0.6% 57.85
High 64.47 66.21 1.74 2.7% 62.83
Low 62.83 63.49 0.66 1.1% 57.57
Close 64.16 65.87 1.71 2.7% 62.38
Range 1.64 2.72 1.08 65.9% 5.26
ATR 2.21 2.24 0.04 1.7% 0.00
Volume 67,019 64,126 -2,893 -4.3% 265,454
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 73.35 72.33 67.37
R3 70.63 69.61 66.62
R2 67.91 67.91 66.37
R1 66.89 66.89 66.12 67.40
PP 65.19 65.19 65.19 65.45
S1 64.17 64.17 65.62 64.68
S2 62.47 62.47 65.37
S3 59.75 61.45 65.12
S4 57.03 58.73 64.37
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 66.21 60.30 5.91 9.0% 2.08 3.2% 94% True False 62,610
10 66.21 57.52 8.69 13.2% 2.28 3.5% 96% True False 52,977
20 66.21 52.51 13.70 20.8% 2.18 3.3% 98% True False 45,563
40 66.21 50.76 15.45 23.5% 2.23 3.4% 98% True False 32,351
60 66.21 45.00 21.21 32.2% 2.24 3.4% 98% True False 24,744
80 66.21 43.34 22.87 34.7% 2.21 3.3% 99% True False 20,517
100 66.21 43.34 22.87 34.7% 2.15 3.3% 99% True False 17,449
120 66.21 43.34 22.87 34.7% 2.00 3.0% 99% True False 15,023
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.77
2.618 73.33
1.618 70.61
1.000 68.93
0.618 67.89
HIGH 66.21
0.618 65.17
0.500 64.85
0.382 64.53
LOW 63.49
0.618 61.81
1.000 60.77
1.618 59.09
2.618 56.37
4.250 51.93
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 65.53 65.00
PP 65.19 64.13
S1 64.85 63.26

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

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