NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 66.05 66.38 0.33 0.5% 62.93
High 66.67 68.78 2.11 3.2% 65.28
Low 66.05 66.38 0.33 0.5% 62.75
Close 66.65 68.57 1.92 2.9% 65.36
Range 0.62 2.40 1.78 287.1% 2.53
ATR 1.53 1.59 0.06 4.1% 0.00
Volume 3,428 2,180 -1,248 -36.4% 9,695
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 75.11 74.24 69.89
R3 72.71 71.84 69.23
R2 70.31 70.31 69.01
R1 69.44 69.44 68.79 69.88
PP 67.91 67.91 67.91 68.13
S1 67.04 67.04 68.35 67.48
S2 65.51 65.51 68.13
S3 63.11 64.64 67.91
S4 60.71 62.24 67.25
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 68.78 63.74 5.04 7.4% 1.29 1.9% 96% True False 2,476
10 68.78 61.52 7.26 10.6% 1.32 1.9% 97% True False 2,012
20 68.78 57.44 11.34 16.5% 1.48 2.2% 98% True False 2,019
40 68.78 56.18 12.60 18.4% 1.18 1.7% 98% True False 1,918
60 68.78 50.10 18.68 27.2% 1.27 1.9% 99% True False 1,994
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 0.08
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 78.98
2.618 75.06
1.618 72.66
1.000 71.18
0.618 70.26
HIGH 68.78
0.618 67.86
0.500 67.58
0.382 67.30
LOW 66.38
0.618 64.90
1.000 63.98
1.618 62.50
2.618 60.10
4.250 56.18
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 68.24 67.80
PP 67.91 67.03
S1 67.58 66.27

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

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