NYMEX Light Sweet Crude Oil Future October 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 64.36 64.64 0.28 0.4% 59.32
High 65.42 67.40 1.98 3.0% 63.96
Low 63.92 64.63 0.71 1.1% 59.26
Close 65.22 67.06 1.84 2.8% 63.68
Range 1.50 2.77 1.27 84.7% 4.70
ATR 1.86 1.92 0.07 3.5% 0.00
Volume 13,740 11,865 -1,875 -13.6% 42,825
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 74.67 73.64 68.58
R3 71.90 70.87 67.82
R2 69.13 69.13 67.57
R1 68.10 68.10 67.31 68.62
PP 66.36 66.36 66.36 66.62
S1 65.33 65.33 66.81 65.85
S2 63.59 63.59 66.55
S3 60.82 62.56 66.30
S4 58.05 59.79 65.54
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 67.40 61.75 5.65 8.4% 1.89 2.8% 94% True False 10,247
10 67.40 59.20 8.20 12.2% 1.94 2.9% 96% True False 9,434
20 67.40 54.66 12.74 19.0% 1.78 2.7% 97% True False 9,867
40 67.40 53.00 14.40 21.5% 1.67 2.5% 98% True False 8,482
60 67.40 48.64 18.76 28.0% 1.70 2.5% 98% True False 7,688
80 67.40 45.06 22.34 33.3% 1.66 2.5% 98% True False 6,898
100 67.40 45.06 22.34 33.3% 1.58 2.4% 98% True False 6,149
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 0.40
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 79.17
2.618 74.65
1.618 71.88
1.000 70.17
0.618 69.11
HIGH 67.40
0.618 66.34
0.500 66.02
0.382 65.69
LOW 64.63
0.618 62.92
1.000 61.86
1.618 60.15
2.618 57.38
4.250 52.86
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 66.71 66.23
PP 66.36 65.40
S1 66.02 64.58

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

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