NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 61.13 61.44 0.31 0.5% 61.06
High 62.35 63.38 1.03 1.7% 62.34
Low 60.40 61.35 0.95 1.6% 58.40
Close 61.59 63.21 1.62 2.6% 58.61
Range 1.95 2.03 0.08 4.1% 3.94
ATR 2.19 2.18 -0.01 -0.5% 0.00
Volume 17,186 23,466 6,280 36.5% 96,769
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 68.74 68.00 64.33
R3 66.71 65.97 63.77
R2 64.68 64.68 63.58
R1 63.94 63.94 63.40 64.31
PP 62.65 62.65 62.65 62.83
S1 61.91 61.91 63.02 62.28
S2 60.62 60.62 62.84
S3 58.59 59.88 62.65
S4 56.56 57.85 62.09
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.60 69.05 60.78
R3 67.66 65.11 59.69
R2 63.72 63.72 59.33
R1 61.17 61.17 58.97 60.48
PP 59.78 59.78 59.78 59.44
S1 57.23 57.23 58.25 56.54
S2 55.84 55.84 57.89
S3 51.90 53.29 57.53
S4 47.96 49.35 56.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.38 58.36 5.02 7.9% 2.36 3.7% 97% True False 19,962
10 63.38 58.36 5.02 7.9% 2.21 3.5% 97% True False 21,183
20 63.38 51.96 11.42 18.1% 2.07 3.3% 99% True False 17,890
40 63.38 51.96 11.42 18.1% 1.98 3.1% 99% True False 14,204
60 63.38 45.78 17.60 27.8% 2.14 3.4% 99% True False 12,567
80 63.38 44.19 19.19 30.4% 2.10 3.3% 99% True False 10,762
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.01
2.618 68.69
1.618 66.66
1.000 65.41
0.618 64.63
HIGH 63.38
0.618 62.60
0.500 62.37
0.382 62.13
LOW 61.35
0.618 60.10
1.000 59.32
1.618 58.07
2.618 56.04
4.250 52.72
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 62.93 62.43
PP 62.65 61.65
S1 62.37 60.87

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

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