NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 63.31 64.00 0.69 1.1% 59.51
High 64.47 64.36 -0.11 -0.2% 63.80
Low 62.93 62.45 -0.48 -0.8% 59.30
Close 63.70 63.02 -0.68 -1.1% 63.69
Range 1.54 1.91 0.37 24.0% 4.50
ATR 2.06 2.05 -0.01 -0.5% 0.00
Volume 18,448 21,197 2,749 14.9% 137,778
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 69.01 67.92 64.07
R3 67.10 66.01 63.55
R2 65.19 65.19 63.37
R1 64.10 64.10 63.20 63.69
PP 63.28 63.28 63.28 63.07
S1 62.19 62.19 62.84 61.78
S2 61.37 61.37 62.67
S3 59.46 60.28 62.49
S4 57.55 58.37 61.97
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 61.40 3.07 4.9% 1.82 2.9% 53% False False 26,076
10 64.47 56.46 8.01 12.7% 1.91 3.0% 82% False False 24,123
20 64.47 54.92 9.55 15.2% 1.88 3.0% 85% False False 20,763
40 64.47 54.32 10.15 16.1% 2.14 3.4% 86% False False 21,102
60 64.47 46.14 18.33 29.1% 2.28 3.6% 92% False False 21,575
80 64.47 46.14 18.33 29.1% 2.30 3.6% 92% False False 21,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.48
2.618 69.36
1.618 67.45
1.000 66.27
0.618 65.54
HIGH 64.36
0.618 63.63
0.500 63.41
0.382 63.18
LOW 62.45
0.618 61.27
1.000 60.54
1.618 59.36
2.618 57.45
4.250 54.33
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 63.41 63.17
PP 63.28 63.12
S1 63.15 63.07

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

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