NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 61.44 62.77 1.33 2.2% 61.06
High 63.38 62.97 -0.41 -0.6% 62.34
Low 61.35 61.32 -0.03 0.0% 58.40
Close 63.21 62.54 -0.67 -1.1% 58.61
Range 2.03 1.65 -0.38 -18.7% 3.94
ATR 2.18 2.16 -0.02 -0.9% 0.00
Volume 23,466 31,899 8,433 35.9% 96,769
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 67.23 66.53 63.45
R3 65.58 64.88 62.99
R2 63.93 63.93 62.84
R1 63.23 63.23 62.69 62.76
PP 62.28 62.28 62.28 62.04
S1 61.58 61.58 62.39 61.11
S2 60.63 60.63 62.24
S3 58.98 59.93 62.09
S4 57.33 58.28 61.63
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 8.0% 2.28 3.6% 83% False False 21,647
10 63.38 58.36 5.02 8.0% 2.11 3.4% 83% False False 21,510
20 63.38 51.96 11.42 18.3% 2.09 3.3% 93% False False 18,774
40 63.38 51.96 11.42 18.3% 1.98 3.2% 93% False False 14,747
60 63.38 45.78 17.60 28.1% 2.12 3.4% 95% False False 12,936
80 63.38 44.19 19.19 30.7% 2.08 3.3% 96% False False 11,094
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.38
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 69.98
2.618 67.29
1.618 65.64
1.000 64.62
0.618 63.99
HIGH 62.97
0.618 62.34
0.500 62.15
0.382 61.95
LOW 61.32
0.618 60.30
1.000 59.67
1.618 58.65
2.618 57.00
4.250 54.31
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 62.41 62.32
PP 62.28 62.11
S1 62.15 61.89

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

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