NYMEX Light Sweet Crude Oil Future October 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 61.55 62.50 0.95 1.5% 58.40
High 61.93 63.03 1.10 1.8% 62.30
Low 60.45 61.54 1.09 1.8% 58.40
Close 61.91 62.24 0.33 0.5% 62.23
Range 1.48 1.49 0.01 0.7% 3.90
ATR 1.86 1.83 -0.03 -1.4% 0.00
Volume 11,679 6,773 -4,906 -42.0% 58,965
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 66.74 65.98 63.06
R3 65.25 64.49 62.65
R2 63.76 63.76 62.51
R1 63.00 63.00 62.38 62.64
PP 62.27 62.27 62.27 62.09
S1 61.51 61.51 62.10 61.15
S2 60.78 60.78 61.97
S3 59.29 60.02 61.83
S4 57.80 58.53 61.42
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 72.68 71.35 64.38
R3 68.78 67.45 63.30
R2 64.88 64.88 62.95
R1 63.55 63.55 62.59 64.22
PP 60.98 60.98 60.98 61.31
S1 59.65 59.65 61.87 60.32
S2 57.08 57.08 61.52
S3 53.18 55.75 61.16
S4 49.28 51.85 60.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.03 58.66 4.37 7.0% 1.73 2.8% 82% True False 11,090
10 63.03 54.66 8.37 13.4% 1.53 2.5% 91% True False 9,863
20 63.03 53.00 10.03 16.1% 1.48 2.4% 92% True False 8,277
40 63.03 52.34 10.69 17.2% 1.61 2.6% 93% True False 7,595
60 63.03 45.06 17.97 28.9% 1.66 2.7% 96% True False 6,922
80 63.03 45.06 17.97 28.9% 1.59 2.6% 96% True False 6,076
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.36
2.618 66.93
1.618 65.44
1.000 64.52
0.618 63.95
HIGH 63.03
0.618 62.46
0.500 62.29
0.382 62.11
LOW 61.54
0.618 60.62
1.000 60.05
1.618 59.13
2.618 57.64
4.250 55.21
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 62.29 62.07
PP 62.27 61.91
S1 62.26 61.74

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

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