NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 61.77 63.00 1.23 2.0% 59.77
High 62.73 63.74 1.01 1.6% 63.09
Low 61.66 62.28 0.62 1.0% 59.77
Close 62.73 63.02 0.29 0.5% 63.01
Range 1.07 1.46 0.39 36.4% 3.32
ATR 1.69 1.67 -0.02 -1.0% 0.00
Volume 8,167 5,198 -2,969 -36.4% 40,094
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 67.39 66.67 63.82
R3 65.93 65.21 63.42
R2 64.47 64.47 63.29
R1 63.75 63.75 63.15 64.11
PP 63.01 63.01 63.01 63.20
S1 62.29 62.29 62.89 62.65
S2 61.55 61.55 62.75
S3 60.09 60.83 62.62
S4 58.63 59.37 62.22
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 71.92 70.78 64.84
R3 68.60 67.46 63.92
R2 65.28 65.28 63.62
R1 64.14 64.14 63.31 64.71
PP 61.96 61.96 61.96 62.24
S1 60.82 60.82 62.71 61.39
S2 58.64 58.64 62.40
S3 55.32 57.50 62.10
S4 52.00 54.18 61.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.74 60.25 3.49 5.5% 1.44 2.3% 79% True False 7,953
10 63.74 55.68 8.06 12.8% 1.36 2.2% 91% True False 6,677
20 63.74 54.20 9.54 15.1% 1.27 2.0% 92% True False 5,324
40 63.74 52.40 11.34 18.0% 1.42 2.3% 94% True False 5,250
60 63.74 45.87 17.87 28.4% 1.55 2.5% 96% True False 4,986
80 63.74 45.87 17.87 28.4% 1.48 2.3% 96% True False 4,515
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.95
2.618 67.56
1.618 66.10
1.000 65.20
0.618 64.64
HIGH 63.74
0.618 63.18
0.500 63.01
0.382 62.84
LOW 62.28
0.618 61.38
1.000 60.82
1.618 59.92
2.618 58.46
4.250 56.08
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 63.02 62.91
PP 63.01 62.81
S1 63.01 62.70

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

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