NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 63.23 63.47 0.24 0.4% 63.31
High 64.27 65.01 0.74 1.2% 64.47
Low 62.42 63.36 0.94 1.5% 60.66
Close 63.61 64.80 1.19 1.9% 60.88
Range 1.85 1.65 -0.20 -10.8% 3.81
ATR 2.11 2.07 -0.03 -1.5% 0.00
Volume 15,011 20,255 5,244 34.9% 113,814
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 69.34 68.72 65.71
R3 67.69 67.07 65.25
R2 66.04 66.04 65.10
R1 65.42 65.42 64.95 65.73
PP 64.39 64.39 64.39 64.55
S1 63.77 63.77 64.65 64.08
S2 62.74 62.74 64.50
S3 61.09 62.12 64.35
S4 59.44 60.47 63.89
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 73.43 70.97 62.98
R3 69.62 67.16 61.93
R2 65.81 65.81 61.58
R1 63.35 63.35 61.23 62.68
PP 62.00 62.00 62.00 61.67
S1 59.54 59.54 60.53 58.87
S2 58.19 58.19 60.18
S3 54.38 55.73 59.83
S4 50.57 51.92 58.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.01 60.66 4.35 6.7% 2.14 3.3% 95% True False 22,367
10 65.01 60.66 4.35 6.7% 1.98 3.1% 95% True False 24,222
20 65.01 54.92 10.09 15.6% 1.96 3.0% 98% True False 22,421
40 65.01 54.92 10.09 15.6% 2.11 3.3% 98% True False 20,847
60 65.01 48.00 17.01 26.3% 2.25 3.5% 99% True False 21,619
80 65.01 46.14 18.87 29.1% 2.26 3.5% 99% True False 21,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 72.02
2.618 69.33
1.618 67.68
1.000 66.66
0.618 66.03
HIGH 65.01
0.618 64.38
0.500 64.19
0.382 63.99
LOW 63.36
0.618 62.34
1.000 61.71
1.618 60.69
2.618 59.04
4.250 56.35
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 64.60 64.16
PP 64.39 63.53
S1 64.19 62.89

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

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