NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 60.43 63.60 3.17 5.2% 61.77
High 62.58 63.60 1.02 1.6% 63.74
Low 60.06 61.84 1.78 3.0% 59.95
Close 62.46 62.99 0.53 0.8% 60.17
Range 2.52 1.76 -0.76 -30.2% 3.79
ATR 1.79 1.79 0.00 -0.1% 0.00
Volume 5,211 2,588 -2,623 -50.3% 33,439
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 68.09 67.30 63.96
R3 66.33 65.54 63.47
R2 64.57 64.57 63.31
R1 63.78 63.78 63.15 63.30
PP 62.81 62.81 62.81 62.57
S1 62.02 62.02 62.83 61.54
S2 61.05 61.05 62.67
S3 59.29 60.26 62.51
S4 57.53 58.50 62.02
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 63.68 59.95 3.73 5.9% 1.89 3.0% 82% False False 5,574
10 63.74 59.95 3.79 6.0% 1.67 2.6% 80% False False 6,763
20 63.74 54.20 9.54 15.1% 1.46 2.3% 92% False False 6,018
40 63.74 54.20 9.54 15.1% 1.37 2.2% 92% False False 5,310
60 63.74 47.48 16.26 25.8% 1.55 2.5% 95% False False 5,130
80 63.74 45.87 17.87 28.4% 1.51 2.4% 96% False False 4,639
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.08
2.618 68.21
1.618 66.45
1.000 65.36
0.618 64.69
HIGH 63.60
0.618 62.93
0.500 62.72
0.382 62.51
LOW 61.84
0.618 60.75
1.000 60.08
1.618 58.99
2.618 57.23
4.250 54.36
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 62.90 62.59
PP 62.81 62.18
S1 62.72 61.78

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

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