NYMEX Light Sweet Crude Oil Future January 2010


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 63.18 63.99 0.81 1.3% 59.99
High 64.07 64.92 0.85 1.3% 64.40
Low 63.02 63.58 0.56 0.9% 59.99
Close 64.07 64.32 0.25 0.4% 64.30
Range 1.05 1.34 0.29 27.6% 4.41
ATR 1.60 1.58 -0.02 -1.2% 0.00
Volume 908 2,064 1,156 127.3% 13,122
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 68.29 67.65 65.06
R3 66.95 66.31 64.69
R2 65.61 65.61 64.57
R1 64.97 64.97 64.44 65.29
PP 64.27 64.27 64.27 64.44
S1 63.63 63.63 64.20 63.95
S2 62.93 62.93 64.07
S3 61.59 62.29 63.95
S4 60.25 60.95 63.58
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 76.13 74.62 66.73
R3 71.72 70.21 65.51
R2 67.31 67.31 65.11
R1 65.80 65.80 64.70 66.56
PP 62.90 62.90 62.90 63.27
S1 61.39 61.39 63.90 62.15
S2 58.49 58.49 63.49
S3 54.08 56.98 63.09
S4 49.67 52.57 61.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.92 61.53 3.39 5.3% 1.50 2.3% 82% True False 2,539
10 64.92 57.44 7.48 11.6% 1.52 2.4% 92% True False 1,933
20 64.92 56.18 8.74 13.6% 1.09 1.7% 93% True False 1,748
40 64.92 55.05 9.87 15.3% 1.17 1.8% 94% True False 1,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.62
2.618 68.43
1.618 67.09
1.000 66.26
0.618 65.75
HIGH 64.92
0.618 64.41
0.500 64.25
0.382 64.09
LOW 63.58
0.618 62.75
1.000 62.24
1.618 61.41
2.618 60.07
4.250 57.89
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 64.30 64.20
PP 64.27 64.09
S1 64.25 63.97

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

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