NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 63.47 64.26 0.79 1.2% 63.31
High 65.01 64.67 -0.34 -0.5% 64.47
Low 63.36 63.13 -0.23 -0.4% 60.66
Close 64.80 64.27 -0.53 -0.8% 60.88
Range 1.65 1.54 -0.11 -6.7% 3.81
ATR 2.07 2.04 -0.03 -1.4% 0.00
Volume 20,255 26,584 6,329 31.2% 113,814
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 68.64 68.00 65.12
R3 67.10 66.46 64.69
R2 65.56 65.56 64.55
R1 64.92 64.92 64.41 65.24
PP 64.02 64.02 64.02 64.19
S1 63.38 63.38 64.13 63.70
S2 62.48 62.48 63.99
S3 60.94 61.84 63.85
S4 59.40 60.30 63.42
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 73.43 70.97 62.98
R3 69.62 67.16 61.93
R2 65.81 65.81 61.58
R1 63.35 63.35 61.23 62.68
PP 62.00 62.00 62.00 61.67
S1 59.54 59.54 60.53 58.87
S2 58.19 58.19 60.18
S3 54.38 55.73 59.83
S4 50.57 51.92 58.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.01 60.66 4.35 6.8% 2.06 3.2% 83% False False 22,857
10 65.01 60.66 4.35 6.8% 1.89 2.9% 83% False False 24,109
20 65.01 54.92 10.09 15.7% 1.97 3.1% 93% False False 22,715
40 65.01 54.92 10.09 15.7% 2.11 3.3% 93% False False 20,882
60 65.01 48.00 17.01 26.5% 2.24 3.5% 96% False False 21,706
80 65.01 46.14 18.87 29.4% 2.24 3.5% 96% False False 21,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.22
2.618 68.70
1.618 67.16
1.000 66.21
0.618 65.62
HIGH 64.67
0.618 64.08
0.500 63.90
0.382 63.72
LOW 63.13
0.618 62.18
1.000 61.59
1.618 60.64
2.618 59.10
4.250 56.59
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 64.15 64.09
PP 64.02 63.90
S1 63.90 63.72

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

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