NYMEX Light Sweet Crude Oil Future October 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 62.32 62.60 0.28 0.4% 61.55
High 62.91 63.88 0.97 1.5% 63.03
Low 61.12 62.42 1.30 2.1% 59.20
Close 62.30 63.75 1.45 2.3% 59.39
Range 1.79 1.46 -0.33 -18.4% 3.83
ATR 1.92 1.90 -0.02 -1.3% 0.00
Volume 5,777 8,837 3,060 53.0% 47,719
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 67.73 67.20 64.55
R3 66.27 65.74 64.15
R2 64.81 64.81 64.02
R1 64.28 64.28 63.88 64.55
PP 63.35 63.35 63.35 63.48
S1 62.82 62.82 63.62 63.09
S2 61.89 61.89 63.48
S3 60.43 61.36 63.35
S4 58.97 59.90 62.95
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.03 69.54 61.50
R3 68.20 65.71 60.44
R2 64.37 64.37 60.09
R1 61.88 61.88 59.74 61.21
PP 60.54 60.54 60.54 60.21
S1 58.05 58.05 59.04 57.38
S2 56.71 56.71 58.69
S3 52.88 54.22 58.34
S4 49.05 50.39 57.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.88 59.20 4.68 7.3% 1.99 3.1% 97% True False 8,620
10 63.88 59.20 4.68 7.3% 1.84 2.9% 97% True False 9,919
20 63.88 53.00 10.88 17.1% 1.62 2.5% 99% True False 9,073
40 63.88 53.00 10.88 17.1% 1.63 2.6% 99% True False 7,942
60 63.88 46.50 17.38 27.3% 1.70 2.7% 99% True False 7,332
80 63.88 45.06 18.82 29.5% 1.61 2.5% 99% True False 6,451
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.09
2.618 67.70
1.618 66.24
1.000 65.34
0.618 64.78
HIGH 63.88
0.618 63.32
0.500 63.15
0.382 62.98
LOW 62.42
0.618 61.52
1.000 60.96
1.618 60.06
2.618 58.60
4.250 56.22
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 63.55 63.02
PP 63.35 62.30
S1 63.15 61.57

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

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