NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 61.47 61.47 0.00 0.0% 61.77
High 62.68 62.04 -0.64 -1.0% 63.74
Low 61.38 59.95 -1.43 -2.3% 59.95
Close 62.67 60.17 -2.50 -4.0% 60.17
Range 1.30 2.09 0.79 60.8% 3.79
ATR 1.66 1.73 0.08 4.6% 0.00
Volume 7,438 5,677 -1,761 -23.7% 33,439
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 66.99 65.67 61.32
R3 64.90 63.58 60.74
R2 62.81 62.81 60.55
R1 61.49 61.49 60.36 61.11
PP 60.72 60.72 60.72 60.53
S1 59.40 59.40 59.98 59.02
S2 58.63 58.63 59.79
S3 56.54 57.31 59.60
S4 54.45 55.22 59.02
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.66 70.20 62.25
R3 68.87 66.41 61.21
R2 65.08 65.08 60.86
R1 62.62 62.62 60.52 61.96
PP 61.29 61.29 61.29 60.95
S1 58.83 58.83 59.82 58.17
S2 57.50 57.50 59.48
S3 53.71 55.04 59.13
S4 49.92 51.25 58.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.74 59.95 3.79 6.3% 1.54 2.6% 6% False True 6,687
10 63.74 59.77 3.97 6.6% 1.42 2.4% 10% False False 7,353
20 63.74 54.20 9.54 15.9% 1.42 2.4% 63% False False 5,911
40 63.74 54.20 9.54 15.9% 1.35 2.2% 63% False False 5,377
60 63.74 46.74 17.00 28.3% 1.54 2.6% 79% False False 5,105
80 63.74 45.87 17.87 29.7% 1.49 2.5% 80% False False 4,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.92
2.618 67.51
1.618 65.42
1.000 64.13
0.618 63.33
HIGH 62.04
0.618 61.24
0.500 61.00
0.382 60.75
LOW 59.95
0.618 58.66
1.000 57.86
1.618 56.57
2.618 54.48
4.250 51.07
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 61.00 61.82
PP 60.72 61.27
S1 60.45 60.72

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

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