NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 64.26 64.56 0.30 0.5% 60.90
High 64.67 65.09 0.42 0.6% 65.09
Low 63.13 63.79 0.66 1.0% 60.77
Close 64.27 64.87 0.60 0.9% 64.87
Range 1.54 1.30 -0.24 -15.6% 4.32
ATR 2.04 1.99 -0.05 -2.6% 0.00
Volume 26,584 21,486 -5,098 -19.2% 111,683
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 68.48 67.98 65.59
R3 67.18 66.68 65.23
R2 65.88 65.88 65.11
R1 65.38 65.38 64.99 65.63
PP 64.58 64.58 64.58 64.71
S1 64.08 64.08 64.75 64.33
S2 63.28 63.28 64.63
S3 61.98 62.78 64.51
S4 60.68 61.48 64.16
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.54 75.02 67.25
R3 72.22 70.70 66.06
R2 67.90 67.90 65.66
R1 66.38 66.38 65.27 67.14
PP 63.58 63.58 63.58 63.96
S1 62.06 62.06 64.47 62.82
S2 59.26 59.26 64.08
S3 54.94 57.74 63.68
S4 50.62 53.42 62.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.09 60.77 4.32 6.7% 1.80 2.8% 95% True False 22,336
10 65.09 60.66 4.43 6.8% 1.87 2.9% 95% True False 22,549
20 65.09 54.92 10.17 15.7% 1.92 3.0% 98% True False 22,733
40 65.09 54.92 10.17 15.7% 2.10 3.2% 98% True False 20,691
60 65.09 48.00 17.09 26.3% 2.22 3.4% 99% True False 21,591
80 65.09 46.14 18.95 29.2% 2.22 3.4% 99% True False 21,154
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 70.62
2.618 68.49
1.618 67.19
1.000 66.39
0.618 65.89
HIGH 65.09
0.618 64.59
0.500 64.44
0.382 64.29
LOW 63.79
0.618 62.99
1.000 62.49
1.618 61.69
2.618 60.39
4.250 58.27
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 64.73 64.62
PP 64.58 64.36
S1 64.44 64.11

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

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