NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 63.83 62.93 -0.90 -1.4% 63.18
High 63.83 63.66 -0.17 -0.3% 64.92
Low 61.52 62.75 1.23 2.0% 61.52
Close 61.50 63.71 2.21 3.6% 61.50
Range 2.31 0.91 -1.40 -60.6% 3.40
ATR 1.61 1.65 0.04 2.4% 0.00
Volume 925 2,571 1,646 177.9% 7,402
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 66.10 65.82 64.21
R3 65.19 64.91 63.96
R2 64.28 64.28 63.88
R1 64.00 64.00 63.79 64.14
PP 63.37 63.37 63.37 63.45
S1 63.09 63.09 63.63 63.23
S2 62.46 62.46 63.54
S3 61.55 62.18 63.46
S4 60.64 61.27 63.21
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 5.3% 1.46 2.3% 64% False False 1,813
10 64.92 61.41 3.51 5.5% 1.44 2.3% 66% False False 2,101
20 64.92 56.18 8.74 13.7% 1.26 2.0% 86% False False 1,916
40 64.92 56.18 8.74 13.7% 1.19 1.9% 86% False False 1,848
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 67.53
2.618 66.04
1.618 65.13
1.000 64.57
0.618 64.22
HIGH 63.66
0.618 63.31
0.500 63.21
0.382 63.10
LOW 62.75
0.618 62.19
1.000 61.84
1.618 61.28
2.618 60.37
4.250 58.88
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 63.54 63.37
PP 63.37 63.03
S1 63.21 62.69

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

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