NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 64.00 62.78 -1.22 -1.9% 59.51
High 64.36 63.70 -0.66 -1.0% 63.80
Low 62.45 61.76 -0.69 -1.1% 59.30
Close 63.02 63.35 0.33 0.5% 63.69
Range 1.91 1.94 0.03 1.6% 4.50
ATR 2.05 2.04 -0.01 -0.4% 0.00
Volume 21,197 24,132 2,935 13.8% 137,778
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 68.76 67.99 64.42
R3 66.82 66.05 63.88
R2 64.88 64.88 63.71
R1 64.11 64.11 63.53 64.50
PP 62.94 62.94 62.94 63.13
S1 62.17 62.17 63.17 62.56
S2 61.00 61.00 62.99
S3 59.06 60.23 62.82
S4 57.12 58.29 62.28
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 61.76 2.71 4.3% 1.73 2.7% 59% False True 25,360
10 64.47 56.51 7.96 12.6% 1.95 3.1% 86% False False 24,123
20 64.47 54.92 9.55 15.1% 1.91 3.0% 88% False False 21,216
40 64.47 54.92 9.55 15.1% 2.12 3.3% 88% False False 21,079
60 64.47 46.14 18.33 28.9% 2.27 3.6% 94% False False 21,640
80 64.47 46.14 18.33 28.9% 2.28 3.6% 94% False False 21,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.95
2.618 68.78
1.618 66.84
1.000 65.64
0.618 64.90
HIGH 63.70
0.618 62.96
0.500 62.73
0.382 62.50
LOW 61.76
0.618 60.56
1.000 59.82
1.618 58.62
2.618 56.68
4.250 53.52
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 63.14 63.27
PP 62.94 63.19
S1 62.73 63.12

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

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