NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 63.75 66.05 2.30 3.6% 62.93
High 65.65 66.67 1.02 1.6% 65.28
Low 63.75 66.05 2.30 3.6% 62.75
Close 65.65 66.65 1.00 1.5% 65.36
Range 1.90 0.62 -1.28 -67.4% 2.53
ATR 1.56 1.53 -0.04 -2.5% 0.00
Volume 1,954 3,428 1,474 75.4% 9,695
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 68.32 68.10 66.99
R3 67.70 67.48 66.82
R2 67.08 67.08 66.76
R1 66.86 66.86 66.71 66.97
PP 66.46 66.46 66.46 66.51
S1 66.24 66.24 66.59 66.35
S2 65.84 65.84 66.54
S3 65.22 65.62 66.48
S4 64.60 65.00 66.31
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 66.67 63.74 2.93 4.4% 0.94 1.4% 99% True False 2,350
10 66.67 61.52 5.15 7.7% 1.25 1.9% 100% True False 1,950
20 66.67 57.44 9.23 13.8% 1.38 2.1% 100% True False 1,942
40 66.67 56.18 10.49 15.7% 1.17 1.8% 100% True False 1,894
60 66.67 48.71 17.96 26.9% 1.26 1.9% 100% True False 1,975
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.31
2.618 68.29
1.618 67.67
1.000 67.29
0.618 67.05
HIGH 66.67
0.618 66.43
0.500 66.36
0.382 66.29
LOW 66.05
0.618 65.67
1.000 65.43
1.618 65.05
2.618 64.43
4.250 63.42
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 66.55 66.17
PP 66.46 65.69
S1 66.36 65.21

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

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