NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 62.50 62.75 0.25 0.4% 58.40
High 63.03 62.94 -0.09 -0.1% 62.30
Low 61.54 61.00 -0.54 -0.9% 58.40
Close 62.24 61.52 -0.72 -1.2% 62.23
Range 1.49 1.94 0.45 30.2% 3.90
ATR 1.83 1.84 0.01 0.4% 0.00
Volume 6,773 9,338 2,565 37.9% 58,965
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 67.64 66.52 62.59
R3 65.70 64.58 62.05
R2 63.76 63.76 61.88
R1 62.64 62.64 61.70 62.23
PP 61.82 61.82 61.82 61.62
S1 60.70 60.70 61.34 60.29
S2 59.88 59.88 61.16
S3 57.94 58.76 60.99
S4 56.00 56.82 60.45
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 60.10 2.93 4.8% 1.69 2.7% 48% False False 11,217
10 63.03 54.66 8.37 13.6% 1.62 2.6% 82% False False 10,301
20 63.03 53.00 10.03 16.3% 1.52 2.5% 85% False False 8,466
40 63.03 53.00 10.03 16.3% 1.61 2.6% 85% False False 7,711
60 63.03 45.06 17.97 29.2% 1.67 2.7% 92% False False 6,976
80 63.03 45.06 17.97 29.2% 1.60 2.6% 92% False False 6,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.19
2.618 68.02
1.618 66.08
1.000 64.88
0.618 64.14
HIGH 62.94
0.618 62.20
0.500 61.97
0.382 61.74
LOW 61.00
0.618 59.80
1.000 59.06
1.618 57.86
2.618 55.92
4.250 52.76
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 61.97 61.74
PP 61.82 61.67
S1 61.67 61.59

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

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