NYMEX Light Sweet Crude Oil Future December 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 63.31 63.31 0.00 0.0% 59.51
High 63.60 64.47 0.87 1.4% 63.80
Low 61.86 62.93 1.07 1.7% 59.30
Close 63.45 63.70 0.25 0.4% 63.69
Range 1.74 1.54 -0.20 -11.5% 4.50
ATR 2.10 2.06 -0.04 -1.9% 0.00
Volume 25,946 18,448 -7,498 -28.9% 137,778
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 68.32 67.55 64.55
R3 66.78 66.01 64.12
R2 65.24 65.24 63.98
R1 64.47 64.47 63.84 64.86
PP 63.70 63.70 63.70 63.89
S1 62.93 62.93 63.56 63.32
S2 62.16 62.16 63.42
S3 60.62 61.39 63.28
S4 59.08 59.85 62.85
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 64.47 60.54 3.93 6.2% 1.82 2.9% 80% True False 26,277
10 64.47 55.70 8.77 13.8% 1.91 3.0% 91% True False 23,379
20 64.47 54.92 9.55 15.0% 1.87 2.9% 92% True False 20,346
40 64.47 52.35 12.12 19.0% 2.18 3.4% 94% True False 21,029
60 64.47 46.14 18.33 28.8% 2.32 3.6% 96% True False 21,542
80 64.47 46.14 18.33 28.8% 2.30 3.6% 96% True False 21,139
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 2 trading days
Fibonacci Retracements and Extensions
4.250 71.02
2.618 68.50
1.618 66.96
1.000 66.01
0.618 65.42
HIGH 64.47
0.618 63.88
0.500 63.70
0.382 63.52
LOW 62.93
0.618 61.98
1.000 61.39
1.618 60.44
2.618 58.90
4.250 56.39
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 63.70 63.52
PP 63.70 63.34
S1 63.70 63.17

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

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