NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 62.77 62.72 -0.05 -0.1% 58.90
High 62.97 63.37 0.40 0.6% 63.38
Low 61.32 62.04 0.72 1.2% 58.36
Close 62.54 63.07 0.53 0.8% 63.07
Range 1.65 1.33 -0.32 -19.4% 5.02
ATR 2.16 2.10 -0.06 -2.7% 0.00
Volume 31,899 25,148 -6,751 -21.2% 116,254
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 66.82 66.27 63.80
R3 65.49 64.94 63.44
R2 64.16 64.16 63.31
R1 63.61 63.61 63.19 63.89
PP 62.83 62.83 62.83 62.96
S1 62.28 62.28 62.95 62.56
S2 61.50 61.50 62.83
S3 60.17 60.95 62.70
S4 58.84 59.62 62.34
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.66 74.89 65.83
R3 71.64 69.87 64.45
R2 66.62 66.62 63.99
R1 64.85 64.85 63.53 65.74
PP 61.60 61.60 61.60 62.05
S1 59.83 59.83 62.61 60.72
S2 56.58 56.58 62.15
S3 51.56 54.81 61.69
S4 46.54 49.79 60.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.38 58.36 5.02 8.0% 1.98 3.1% 94% False False 23,250
10 63.38 58.36 5.02 8.0% 2.06 3.3% 94% False False 21,302
20 63.38 51.96 11.42 18.1% 2.04 3.2% 97% False False 19,368
40 63.38 51.96 11.42 18.1% 1.98 3.1% 97% False False 15,216
60 63.38 45.78 17.60 27.9% 2.10 3.3% 98% False False 13,219
80 63.38 44.19 19.19 30.4% 2.07 3.3% 98% False False 11,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 69.02
2.618 66.85
1.618 65.52
1.000 64.70
0.618 64.19
HIGH 63.37
0.618 62.86
0.500 62.71
0.382 62.55
LOW 62.04
0.618 61.22
1.000 60.71
1.618 59.89
2.618 58.56
4.250 56.39
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 62.95 62.83
PP 62.83 62.59
S1 62.71 62.35

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

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