NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 63.25 63.37 0.12 0.2% 59.32
High 63.50 63.96 0.46 0.7% 63.96
Low 61.96 62.76 0.80 1.3% 59.26
Close 63.16 63.68 0.52 0.8% 63.68
Range 1.54 1.20 -0.34 -22.1% 4.70
ATR 1.89 1.84 -0.05 -2.6% 0.00
Volume 10,687 8,964 -1,723 -16.1% 42,825
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 67.07 66.57 64.34
R3 65.87 65.37 64.01
R2 64.67 64.67 63.90
R1 64.17 64.17 63.79 64.42
PP 63.47 63.47 63.47 63.59
S1 62.97 62.97 63.57 63.22
S2 62.27 62.27 63.46
S3 61.07 61.77 63.35
S4 59.87 60.57 63.02
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.40 74.74 66.27
R3 71.70 70.04 64.97
R2 67.00 67.00 64.54
R1 65.34 65.34 64.11 66.17
PP 62.30 62.30 62.30 62.72
S1 60.64 60.64 63.25 61.47
S2 57.60 57.60 62.82
S3 52.90 55.94 62.39
S4 48.20 51.24 61.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.96 59.26 4.70 7.4% 1.74 2.7% 94% True False 8,565
10 63.96 59.20 4.76 7.5% 1.76 2.8% 94% True False 9,054
20 63.96 53.00 10.96 17.2% 1.66 2.6% 97% True False 9,301
40 63.96 53.00 10.96 17.2% 1.64 2.6% 97% True False 8,114
60 63.96 46.50 17.46 27.4% 1.66 2.6% 98% True False 7,429
80 63.96 45.06 18.90 29.7% 1.62 2.5% 99% True False 6,605
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 69.06
2.618 67.10
1.618 65.90
1.000 65.16
0.618 64.70
HIGH 63.96
0.618 63.50
0.500 63.36
0.382 63.22
LOW 62.76
0.618 62.02
1.000 61.56
1.618 60.82
2.618 59.62
4.250 57.66
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 63.57 63.44
PP 63.47 63.20
S1 63.36 62.96

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

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