NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 62.21 63.31 1.10 1.8% 59.51
High 63.72 63.60 -0.12 -0.2% 63.80
Low 62.21 61.86 -0.35 -0.6% 59.30
Close 63.69 63.45 -0.24 -0.4% 63.69
Range 1.51 1.74 0.23 15.2% 4.50
ATR 2.12 2.10 -0.02 -1.0% 0.00
Volume 37,079 25,946 -11,133 -30.0% 137,778
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 68.19 67.56 64.41
R3 66.45 65.82 63.93
R2 64.71 64.71 63.77
R1 64.08 64.08 63.61 64.40
PP 62.97 62.97 62.97 63.13
S1 62.34 62.34 63.29 62.66
S2 61.23 61.23 63.13
S3 59.49 60.60 62.97
S4 57.75 58.86 62.49
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.76 74.23 66.17
R3 71.26 69.73 64.93
R2 66.76 66.76 64.52
R1 65.23 65.23 64.10 66.00
PP 62.26 62.26 62.26 62.65
S1 60.73 60.73 63.28 61.50
S2 57.76 57.76 62.87
S3 53.26 56.23 62.45
S4 48.76 51.73 61.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.80 60.51 3.29 5.2% 1.72 2.7% 89% False False 28,184
10 63.80 55.21 8.59 13.5% 1.89 3.0% 96% False False 23,254
20 63.80 54.92 8.88 14.0% 1.89 3.0% 96% False False 20,130
40 63.80 50.50 13.30 21.0% 2.22 3.5% 97% False False 20,955
60 63.80 46.14 17.66 27.8% 2.33 3.7% 98% False False 21,571
80 63.80 46.14 17.66 27.8% 2.32 3.7% 98% False False 21,110
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.00
2.618 68.16
1.618 66.42
1.000 65.34
0.618 64.68
HIGH 63.60
0.618 62.94
0.500 62.73
0.382 62.52
LOW 61.86
0.618 60.78
1.000 60.12
1.618 59.04
2.618 57.30
4.250 54.47
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 63.21 63.17
PP 62.97 62.88
S1 62.73 62.60

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

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