NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 61.77 60.37 -1.40 -2.3% 56.45
High 62.31 61.49 -0.82 -1.3% 61.55
Low 60.20 59.40 -0.80 -1.3% 56.43
Close 60.73 61.12 0.39 0.6% 61.45
Range 2.11 2.09 -0.02 -0.9% 5.12
ATR 2.10 2.10 0.00 0.0% 0.00
Volume 23,604 23,471 -133 -0.6% 106,207
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 66.94 66.12 62.27
R3 64.85 64.03 61.69
R2 62.76 62.76 61.50
R1 61.94 61.94 61.31 62.35
PP 60.67 60.67 60.67 60.88
S1 59.85 59.85 60.93 60.26
S2 58.58 58.58 60.74
S3 56.49 57.76 60.55
S4 54.40 55.67 59.97
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 59.40 2.94 4.8% 1.93 3.2% 59% False True 21,373
10 62.34 53.76 8.58 14.0% 2.14 3.5% 86% False False 19,796
20 62.34 51.96 10.38 17.0% 1.96 3.2% 88% False False 16,141
40 62.34 51.96 10.38 17.0% 1.91 3.1% 88% False False 13,185
60 62.34 44.19 18.15 29.7% 2.12 3.5% 93% False False 11,720
80 62.34 44.19 18.15 29.7% 2.09 3.4% 93% False False 10,057
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.37
2.618 66.96
1.618 64.87
1.000 63.58
0.618 62.78
HIGH 61.49
0.618 60.69
0.500 60.45
0.382 60.20
LOW 59.40
0.618 58.11
1.000 57.31
1.618 56.02
2.618 53.93
4.250 50.52
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 60.90 61.04
PP 60.67 60.95
S1 60.45 60.87

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

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