NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 62.75 61.17 -1.58 -2.5% 58.40
High 62.94 61.93 -1.01 -1.6% 62.30
Low 61.00 60.55 -0.45 -0.7% 58.40
Close 61.52 61.90 0.38 0.6% 62.23
Range 1.94 1.38 -0.56 -28.9% 3.90
ATR 1.84 1.81 -0.03 -1.8% 0.00
Volume 9,338 10,923 1,585 17.0% 58,965
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 65.60 65.13 62.66
R3 64.22 63.75 62.28
R2 62.84 62.84 62.15
R1 62.37 62.37 62.03 62.61
PP 61.46 61.46 61.46 61.58
S1 60.99 60.99 61.77 61.23
S2 60.08 60.08 61.65
S3 58.70 59.61 61.52
S4 57.32 58.23 61.14
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 60.45 2.58 4.2% 1.53 2.5% 56% False False 11,188
10 63.03 55.52 7.51 12.1% 1.62 2.6% 85% False False 10,486
20 63.03 53.00 10.03 16.2% 1.56 2.5% 89% False False 8,742
40 63.03 53.00 10.03 16.2% 1.57 2.5% 89% False False 7,783
60 63.03 45.81 17.22 27.8% 1.66 2.7% 93% False False 7,070
80 63.03 45.06 17.97 29.0% 1.60 2.6% 94% False False 6,271
Crabel Price Patterns
NR True
NR4 True
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.80
2.618 65.54
1.618 64.16
1.000 63.31
0.618 62.78
HIGH 61.93
0.618 61.40
0.500 61.24
0.382 61.08
LOW 60.55
0.618 59.70
1.000 59.17
1.618 58.32
2.618 56.94
4.250 54.69
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 61.68 61.86
PP 61.46 61.83
S1 61.24 61.79

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

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