NYMEX Light Sweet Crude Oil Future October 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 62.60 63.25 0.65 1.0% 61.55
High 63.88 63.50 -0.38 -0.6% 63.03
Low 62.42 61.96 -0.46 -0.7% 59.20
Close 63.75 63.16 -0.59 -0.9% 59.39
Range 1.46 1.54 0.08 5.5% 3.83
ATR 1.90 1.89 -0.01 -0.4% 0.00
Volume 8,837 10,687 1,850 20.9% 47,719
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 67.49 66.87 64.01
R3 65.95 65.33 63.58
R2 64.41 64.41 63.44
R1 63.79 63.79 63.30 63.33
PP 62.87 62.87 62.87 62.65
S1 62.25 62.25 63.02 61.79
S2 61.33 61.33 62.88
S3 59.79 60.71 62.74
S4 58.25 59.17 62.31
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 7.4% 2.03 3.2% 85% False False 8,573
10 63.88 59.20 4.68 7.4% 1.78 2.8% 85% False False 9,880
20 63.88 53.00 10.88 17.2% 1.66 2.6% 93% False False 9,136
40 63.88 53.00 10.88 17.2% 1.63 2.6% 93% False False 8,016
60 63.88 46.50 17.38 27.5% 1.68 2.7% 96% False False 7,388
80 63.88 45.06 18.82 29.8% 1.62 2.6% 96% False False 6,538
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.05
2.618 67.53
1.618 65.99
1.000 65.04
0.618 64.45
HIGH 63.50
0.618 62.91
0.500 62.73
0.382 62.55
LOW 61.96
0.618 61.01
1.000 60.42
1.618 59.47
2.618 57.93
4.250 55.42
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 63.02 62.94
PP 62.87 62.72
S1 62.73 62.50

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

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