NYMEX Light Sweet Crude Oil Future January 2010


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 64.77 64.76 -0.01 0.0% 63.18
High 65.28 64.76 -0.52 -0.8% 64.92
Low 64.66 63.74 -0.92 -1.4% 61.52
Close 65.26 64.73 -0.53 -0.8% 61.50
Range 0.62 1.02 0.40 64.5% 3.40
ATR 1.62 1.62 -0.01 -0.5% 0.00
Volume 1,550 1,841 291 18.8% 7,402
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 67.47 67.12 65.29
R3 66.45 66.10 65.01
R2 65.43 65.43 64.92
R1 65.08 65.08 64.82 64.75
PP 64.41 64.41 64.41 64.24
S1 64.06 64.06 64.64 63.73
S2 63.39 63.39 64.54
S3 62.37 63.04 64.45
S4 61.35 62.02 64.17
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 65.28 61.52 3.76 5.8% 1.33 2.1% 85% False False 1,528
10 65.28 61.52 3.76 5.8% 1.30 2.0% 85% False False 1,682
20 65.28 56.57 8.71 13.5% 1.30 2.0% 94% False False 1,841
40 65.28 56.18 9.10 14.1% 1.18 1.8% 94% False False 1,810
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.10
2.618 67.43
1.618 66.41
1.000 65.78
0.618 65.39
HIGH 64.76
0.618 64.37
0.500 64.25
0.382 64.13
LOW 63.74
0.618 63.11
1.000 62.72
1.618 62.09
2.618 61.07
4.250 59.41
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 64.57 64.54
PP 64.41 64.34
S1 64.25 64.15

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

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