NYMEX Light Sweet Crude Oil Future September 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 63.87 64.69 0.82 1.3% 58.90
High 65.00 66.85 1.85 2.8% 63.38
Low 63.44 64.10 0.66 1.0% 58.36
Close 64.74 66.55 1.81 2.8% 63.07
Range 1.56 2.75 1.19 76.3% 5.02
ATR 2.10 2.15 0.05 2.2% 0.00
Volume 32,068 22,543 -9,525 -29.7% 116,254
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 74.08 73.07 68.06
R3 71.33 70.32 67.31
R2 68.58 68.58 67.05
R1 67.57 67.57 66.80 68.08
PP 65.83 65.83 65.83 66.09
S1 64.82 64.82 66.30 65.33
S2 63.08 63.08 66.05
S3 60.33 62.07 65.79
S4 57.58 59.32 65.04
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 66.85 61.03 5.82 8.7% 2.00 3.0% 95% True False 26,038
10 66.85 58.36 8.49 12.8% 2.18 3.3% 96% True False 23,000
20 66.85 53.57 13.28 20.0% 2.13 3.2% 98% True False 21,035
40 66.85 51.96 14.89 22.4% 2.00 3.0% 98% True False 16,575
60 66.85 47.25 19.60 29.5% 2.06 3.1% 98% True False 14,026
80 66.85 44.19 22.66 34.0% 2.11 3.2% 99% True False 12,137
100 66.85 44.19 22.66 34.0% 2.07 3.1% 99% True False 10,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.54
2.618 74.05
1.618 71.30
1.000 69.60
0.618 68.55
HIGH 66.85
0.618 65.80
0.500 65.48
0.382 65.15
LOW 64.10
0.618 62.40
1.000 61.35
1.618 59.65
2.618 56.90
4.250 52.41
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 66.19 65.68
PP 65.83 64.81
S1 65.48 63.94

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

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