NYMEX Light Sweet Crude Oil Future September 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 62.72 63.46 0.74 1.2% 58.90
High 63.37 63.76 0.39 0.6% 63.38
Low 62.04 61.03 -1.01 -1.6% 58.36
Close 63.07 63.70 0.63 1.0% 63.07
Range 1.33 2.73 1.40 105.3% 5.02
ATR 2.10 2.14 0.05 2.2% 0.00
Volume 25,148 18,536 -6,612 -26.3% 116,254
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 71.02 70.09 65.20
R3 68.29 67.36 64.45
R2 65.56 65.56 64.20
R1 64.63 64.63 63.95 65.10
PP 62.83 62.83 62.83 63.06
S1 61.90 61.90 63.45 62.37
S2 60.10 60.10 63.20
S3 57.37 59.17 62.95
S4 54.64 56.44 62.20
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.66 74.89 65.83
R3 71.64 69.87 64.45
R2 66.62 66.62 63.99
R1 64.85 64.85 63.53 65.74
PP 61.60 61.60 61.60 62.05
S1 59.83 59.83 62.61 60.72
S2 56.58 56.58 62.15
S3 51.56 54.81 61.69
S4 46.54 49.79 60.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.76 60.40 3.36 5.3% 1.94 3.0% 98% True False 23,247
10 63.76 58.36 5.40 8.5% 2.15 3.4% 99% True False 21,408
20 63.76 52.24 11.52 18.1% 2.05 3.2% 99% True False 19,402
40 63.76 51.96 11.80 18.5% 2.01 3.2% 99% True False 15,534
60 63.76 45.78 17.98 28.2% 2.11 3.3% 100% True False 13,354
80 63.76 44.19 19.57 30.7% 2.09 3.3% 100% True False 11,535
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.36
2.618 70.91
1.618 68.18
1.000 66.49
0.618 65.45
HIGH 63.76
0.618 62.72
0.500 62.40
0.382 62.07
LOW 61.03
0.618 59.34
1.000 58.30
1.618 56.61
2.618 53.88
4.250 49.43
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 63.27 63.27
PP 62.83 62.83
S1 62.40 62.40

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

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