NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 61.17 61.82 0.65 1.1% 61.55
High 61.93 61.82 -0.11 -0.2% 63.03
Low 60.55 59.20 -1.35 -2.2% 59.20
Close 61.90 59.39 -2.51 -4.1% 59.39
Range 1.38 2.62 1.24 89.9% 3.83
ATR 1.81 1.87 0.06 3.5% 0.00
Volume 10,923 9,006 -1,917 -17.6% 47,719
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 68.00 66.31 60.83
R3 65.38 63.69 60.11
R2 62.76 62.76 59.87
R1 61.07 61.07 59.63 60.61
PP 60.14 60.14 60.14 59.90
S1 58.45 58.45 59.15 57.99
S2 57.52 57.52 58.91
S3 54.90 55.83 58.67
S4 52.28 53.21 57.95
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.03 69.54 61.50
R3 68.20 65.71 60.44
R2 64.37 64.37 60.09
R1 61.88 61.88 59.74 61.21
PP 60.54 60.54 60.54 60.21
S1 58.05 58.05 59.04 57.38
S2 56.71 56.71 58.69
S3 52.88 54.22 58.34
S4 49.05 50.39 57.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.03 59.20 3.83 6.4% 1.78 3.0% 5% False True 9,543
10 63.03 58.40 4.63 7.8% 1.66 2.8% 21% False False 10,668
20 63.03 53.00 10.03 16.9% 1.63 2.7% 64% False False 8,965
40 63.03 53.00 10.03 16.9% 1.58 2.7% 64% False False 7,863
60 63.03 45.81 17.22 29.0% 1.68 2.8% 79% False False 7,121
80 63.03 45.06 17.97 30.3% 1.61 2.7% 80% False False 6,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 72.96
2.618 68.68
1.618 66.06
1.000 64.44
0.618 63.44
HIGH 61.82
0.618 60.82
0.500 60.51
0.382 60.20
LOW 59.20
0.618 57.58
1.000 56.58
1.618 54.96
2.618 52.34
4.250 48.07
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 60.51 61.07
PP 60.14 60.51
S1 59.76 59.95

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

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