NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 61.06 60.91 -0.15 -0.2% 56.45
High 61.33 62.34 1.01 1.6% 61.55
Low 59.54 60.47 0.93 1.6% 56.43
Close 61.08 61.45 0.37 0.6% 61.45
Range 1.79 1.87 0.08 4.5% 5.12
ATR 2.11 2.10 -0.02 -0.8% 0.00
Volume 17,472 15,089 -2,383 -13.6% 106,207
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 67.03 66.11 62.48
R3 65.16 64.24 61.96
R2 63.29 63.29 61.79
R1 62.37 62.37 61.62 62.83
PP 61.42 61.42 61.42 61.65
S1 60.50 60.50 61.28 60.96
S2 59.55 59.55 61.11
S3 57.68 58.63 60.94
S4 55.81 56.76 60.42
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.17 73.43 64.27
R3 70.05 68.31 62.86
R2 64.93 64.93 62.39
R1 63.19 63.19 61.92 64.06
PP 59.81 59.81 59.81 60.25
S1 58.07 58.07 60.98 58.94
S2 54.69 54.69 60.51
S3 49.57 52.95 60.04
S4 44.45 47.83 58.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.34 57.70 4.64 7.6% 2.07 3.4% 81% True False 20,758
10 62.34 53.49 8.85 14.4% 1.98 3.2% 90% True False 17,887
20 62.34 51.96 10.38 16.9% 1.86 3.0% 91% True False 14,655
40 62.34 50.94 11.40 18.6% 1.95 3.2% 92% True False 12,535
60 62.34 44.19 18.15 29.5% 2.15 3.5% 95% True False 11,241
80 62.34 44.19 18.15 29.5% 2.08 3.4% 95% True False 9,567
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.29
2.618 67.24
1.618 65.37
1.000 64.21
0.618 63.50
HIGH 62.34
0.618 61.63
0.500 61.41
0.382 61.18
LOW 60.47
0.618 59.31
1.000 58.60
1.618 57.44
2.618 55.57
4.250 52.52
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 61.44 61.28
PP 61.42 61.11
S1 61.41 60.94

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

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