NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 64.89 63.75 -1.14 -1.8% 62.93
High 65.02 65.65 0.63 1.0% 65.28
Low 64.50 63.75 -0.75 -1.2% 62.75
Close 65.36 65.65 0.29 0.4% 65.36
Range 0.52 1.90 1.38 265.4% 2.53
ATR 1.54 1.56 0.03 1.7% 0.00
Volume 2,977 1,954 -1,023 -34.4% 9,695
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 70.72 70.08 66.70
R3 68.82 68.18 66.17
R2 66.92 66.92 66.00
R1 66.28 66.28 65.82 66.60
PP 65.02 65.02 65.02 65.18
S1 64.38 64.38 65.48 64.70
S2 63.12 63.12 65.30
S3 61.22 62.48 65.13
S4 59.32 60.58 64.61
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 72.05 71.24 66.75
R3 69.52 68.71 66.06
R2 66.99 66.99 65.82
R1 66.18 66.18 65.59 66.59
PP 64.46 64.46 64.46 64.67
S1 63.65 63.65 65.13 64.06
S2 61.93 61.93 64.90
S3 59.40 61.12 64.66
S4 56.87 58.59 63.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.65 63.02 2.63 4.0% 1.17 1.8% 100% True False 1,815
10 65.65 61.52 4.13 6.3% 1.32 2.0% 100% True False 1,814
20 65.65 56.57 9.08 13.8% 1.35 2.1% 100% True False 1,842
40 65.65 56.18 9.47 14.4% 1.18 1.8% 100% True False 1,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 73.73
2.618 70.62
1.618 68.72
1.000 67.55
0.618 66.82
HIGH 65.65
0.618 64.92
0.500 64.70
0.382 64.48
LOW 63.75
0.618 62.58
1.000 61.85
1.618 60.68
2.618 58.78
4.250 55.68
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 65.33 65.33
PP 65.02 65.01
S1 64.70 64.70

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

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