NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 63.10 63.83 0.73 1.2% 63.18
High 63.85 63.83 -0.02 0.0% 64.92
Low 62.74 61.52 -1.22 -1.9% 61.52
Close 63.96 61.50 -2.46 -3.8% 61.50
Range 1.11 2.31 1.20 108.1% 3.40
ATR 1.55 1.61 0.06 4.1% 0.00
Volume 1,947 925 -1,022 -52.5% 7,402
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 69.21 67.67 62.77
R3 66.90 65.36 62.14
R2 64.59 64.59 61.92
R1 63.05 63.05 61.71 62.67
PP 62.28 62.28 62.28 62.09
S1 60.74 60.74 61.29 60.36
S2 59.97 59.97 61.08
S3 57.66 58.43 60.86
S4 55.35 56.12 60.23
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.85 70.57 63.37
R3 69.45 67.17 62.44
R2 66.05 66.05 62.12
R1 63.77 63.77 61.81 63.21
PP 62.65 62.65 62.65 62.37
S1 60.37 60.37 61.19 59.81
S2 59.25 59.25 60.88
S3 55.85 56.97 60.57
S4 52.45 53.57 59.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.92 61.52 3.40 5.5% 1.49 2.4% -1% False True 1,480
10 64.92 59.99 4.93 8.0% 1.57 2.6% 31% False False 2,052
20 64.92 56.18 8.74 14.2% 1.29 2.1% 61% False False 1,841
40 64.92 56.18 8.74 14.2% 1.19 1.9% 61% False False 1,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.65
2.618 69.88
1.618 67.57
1.000 66.14
0.618 65.26
HIGH 63.83
0.618 62.95
0.500 62.68
0.382 62.40
LOW 61.52
0.618 60.09
1.000 59.21
1.618 57.78
2.618 55.47
4.250 51.70
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 62.68 63.21
PP 62.28 62.64
S1 61.89 62.07

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

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