NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 58.90 61.13 2.23 3.8% 61.06
High 61.30 62.35 1.05 1.7% 62.34
Low 58.36 60.40 2.04 3.5% 58.40
Close 61.02 61.59 0.57 0.9% 58.61
Range 2.94 1.95 -0.99 -33.7% 3.94
ATR 2.20 2.19 -0.02 -0.8% 0.00
Volume 18,555 17,186 -1,369 -7.4% 96,769
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 67.30 66.39 62.66
R3 65.35 64.44 62.13
R2 63.40 63.40 61.95
R1 62.49 62.49 61.77 62.95
PP 61.45 61.45 61.45 61.67
S1 60.54 60.54 61.41 61.00
S2 59.50 59.50 61.23
S3 57.55 58.59 61.05
S4 55.60 56.64 60.52
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.60 69.05 60.78
R3 67.66 65.11 59.69
R2 63.72 63.72 59.33
R1 61.17 61.17 58.97 60.48
PP 59.78 59.78 59.78 59.44
S1 57.23 57.23 58.25 56.54
S2 55.84 55.84 57.89
S3 51.90 53.29 57.53
S4 47.96 49.35 56.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.35 58.36 3.99 6.5% 2.38 3.9% 81% True False 19,989
10 62.35 57.70 4.65 7.5% 2.23 3.6% 84% True False 20,373
20 62.35 51.96 10.39 16.9% 2.03 3.3% 93% True False 17,511
40 62.35 51.96 10.39 16.9% 1.95 3.2% 93% True False 13,819
60 62.35 45.78 16.57 26.9% 2.13 3.5% 95% True False 12,298
80 62.35 44.19 18.16 29.5% 2.10 3.4% 96% True False 10,525
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.64
2.618 67.46
1.618 65.51
1.000 64.30
0.618 63.56
HIGH 62.35
0.618 61.61
0.500 61.38
0.382 61.14
LOW 60.40
0.618 59.19
1.000 58.45
1.618 57.24
2.618 55.29
4.250 52.11
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 61.52 61.18
PP 61.45 60.77
S1 61.38 60.36

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

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