NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 64.13 62.36 -1.77 -2.8% 60.43
High 64.55 64.72 0.17 0.3% 64.55
Low 63.37 62.36 -1.01 -1.6% 60.06
Close 64.28 64.72 0.44 0.7% 64.28
Range 1.18 2.36 1.18 100.0% 4.49
ATR 1.70 1.75 0.05 2.8% 0.00
Volume 5,999 6,184 185 3.1% 23,717
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 71.01 70.23 66.02
R3 68.65 67.87 65.37
R2 66.29 66.29 65.15
R1 65.51 65.51 64.94 65.90
PP 63.93 63.93 63.93 64.13
S1 63.15 63.15 64.50 63.54
S2 61.57 61.57 64.29
S3 59.21 60.79 64.07
S4 56.85 58.43 63.42
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.43 74.85 66.75
R3 71.94 70.36 65.51
R2 67.45 67.45 65.10
R1 65.87 65.87 64.69 66.66
PP 62.96 62.96 62.96 63.36
S1 61.38 61.38 63.87 62.17
S2 58.47 58.47 63.46
S3 53.98 56.89 63.05
S4 49.49 52.40 61.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.72 61.84 2.88 4.4% 1.58 2.4% 100% True False 4,938
10 64.72 59.95 4.77 7.4% 1.71 2.6% 100% True False 5,517
20 64.72 54.71 10.01 15.5% 1.49 2.3% 100% True False 6,108
40 64.72 54.20 10.52 16.3% 1.43 2.2% 100% True False 5,338
60 64.72 47.48 17.24 26.6% 1.53 2.4% 100% True False 5,102
80 64.72 45.87 18.85 29.1% 1.53 2.4% 100% True False 4,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.75
2.618 70.90
1.618 68.54
1.000 67.08
0.618 66.18
HIGH 64.72
0.618 63.82
0.500 63.54
0.382 63.26
LOW 62.36
0.618 60.90
1.000 60.00
1.618 58.54
2.618 56.18
4.250 52.33
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 64.33 64.33
PP 63.93 63.93
S1 63.54 63.54

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

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