NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 61.82 59.32 -2.50 -4.0% 61.55
High 61.82 61.98 0.16 0.3% 63.03
Low 59.20 59.26 0.06 0.1% 59.20
Close 59.39 61.74 2.35 4.0% 59.39
Range 2.62 2.72 0.10 3.8% 3.83
ATR 1.87 1.93 0.06 3.3% 0.00
Volume 9,006 8,560 -446 -5.0% 47,719
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 69.15 68.17 63.24
R3 66.43 65.45 62.49
R2 63.71 63.71 62.24
R1 62.73 62.73 61.99 63.22
PP 60.99 60.99 60.99 61.24
S1 60.01 60.01 61.49 60.50
S2 58.27 58.27 61.24
S3 55.55 57.29 60.99
S4 52.83 54.57 60.24
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 6.2% 2.03 3.3% 66% False False 8,920
10 63.03 58.66 4.37 7.1% 1.79 2.9% 70% False False 10,617
20 63.03 53.00 10.03 16.2% 1.60 2.6% 87% False False 9,228
40 63.03 53.00 10.03 16.2% 1.61 2.6% 87% False False 7,899
60 63.03 46.31 16.72 27.1% 1.70 2.8% 92% False False 7,204
80 63.03 45.06 17.97 29.1% 1.63 2.6% 93% False False 6,398
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 0.32
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 73.54
2.618 69.10
1.618 66.38
1.000 64.70
0.618 63.66
HIGH 61.98
0.618 60.94
0.500 60.62
0.382 60.30
LOW 59.26
0.618 57.58
1.000 56.54
1.618 54.86
2.618 52.14
4.250 47.70
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 61.37 61.36
PP 60.99 60.97
S1 60.62 60.59

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

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