NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 60.91 61.77 0.86 1.4% 56.45
High 62.34 62.31 -0.03 0.0% 61.55
Low 60.47 60.20 -0.27 -0.4% 56.43
Close 61.45 60.73 -0.72 -1.2% 61.45
Range 1.87 2.11 0.24 12.8% 5.12
ATR 2.10 2.10 0.00 0.0% 0.00
Volume 15,089 23,604 8,515 56.4% 106,207
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 67.41 66.18 61.89
R3 65.30 64.07 61.31
R2 63.19 63.19 61.12
R1 61.96 61.96 60.92 61.52
PP 61.08 61.08 61.08 60.86
S1 59.85 59.85 60.54 59.41
S2 58.97 58.97 60.34
S3 56.86 57.74 60.15
S4 54.75 55.63 59.57
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.17 73.43 64.27
R3 70.05 68.31 62.86
R2 64.93 64.93 62.39
R1 63.19 63.19 61.92 64.06
PP 59.81 59.81 59.81 60.25
S1 58.07 58.07 60.98 58.94
S2 54.69 54.69 60.51
S3 49.57 52.95 60.04
S4 44.45 47.83 58.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.34 58.80 3.54 5.8% 2.06 3.4% 55% False False 22,405
10 62.34 53.57 8.77 14.4% 2.07 3.4% 82% False False 19,071
20 62.34 51.96 10.38 17.1% 1.90 3.1% 84% False False 15,343
40 62.34 51.96 10.38 17.1% 1.92 3.2% 84% False False 12,913
60 62.34 44.19 18.15 29.9% 2.12 3.5% 91% False False 11,464
80 62.34 44.19 18.15 29.9% 2.09 3.4% 91% False False 9,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.28
2.618 67.83
1.618 65.72
1.000 64.42
0.618 63.61
HIGH 62.31
0.618 61.50
0.500 61.26
0.382 61.01
LOW 60.20
0.618 58.90
1.000 58.09
1.618 56.79
2.618 54.68
4.250 51.23
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 61.26 60.94
PP 61.08 60.87
S1 60.91 60.80

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

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