NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 63.46 63.87 0.41 0.6% 58.90
High 63.76 65.00 1.24 1.9% 63.38
Low 61.03 63.44 2.41 3.9% 58.36
Close 63.70 64.74 1.04 1.6% 63.07
Range 2.73 1.56 -1.17 -42.9% 5.02
ATR 2.14 2.10 -0.04 -1.9% 0.00
Volume 18,536 32,068 13,532 73.0% 116,254
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 69.07 68.47 65.60
R3 67.51 66.91 65.17
R2 65.95 65.95 65.03
R1 65.35 65.35 64.88 65.65
PP 64.39 64.39 64.39 64.55
S1 63.79 63.79 64.60 64.09
S2 62.83 62.83 64.45
S3 61.27 62.23 64.31
S4 59.71 60.67 63.88
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 65.00 61.03 3.97 6.1% 1.86 2.9% 93% True False 26,223
10 65.00 58.36 6.64 10.3% 2.12 3.3% 96% True False 23,106
20 65.00 53.49 11.51 17.8% 2.05 3.2% 98% True False 20,497
40 65.00 51.96 13.04 20.1% 1.99 3.1% 98% True False 16,194
60 65.00 45.78 19.22 29.7% 2.06 3.2% 99% True False 13,753
80 65.00 44.19 20.81 32.1% 2.09 3.2% 99% True False 11,897
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.63
2.618 69.08
1.618 67.52
1.000 66.56
0.618 65.96
HIGH 65.00
0.618 64.40
0.500 64.22
0.382 64.04
LOW 63.44
0.618 62.48
1.000 61.88
1.618 60.92
2.618 59.36
4.250 56.81
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 64.57 64.17
PP 64.39 63.59
S1 64.22 63.02

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

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