NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 59.32 62.32 3.00 5.1% 61.55
High 61.98 62.91 0.93 1.5% 63.03
Low 59.26 61.12 1.86 3.1% 59.20
Close 61.74 62.30 0.56 0.9% 59.39
Range 2.72 1.79 -0.93 -34.2% 3.83
ATR 1.93 1.92 -0.01 -0.5% 0.00
Volume 8,560 5,777 -2,783 -32.5% 47,719
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 67.48 66.68 63.28
R3 65.69 64.89 62.79
R2 63.90 63.90 62.63
R1 63.10 63.10 62.46 62.61
PP 62.11 62.11 62.11 61.86
S1 61.31 61.31 62.14 60.82
S2 60.32 60.32 61.97
S3 58.53 59.52 61.81
S4 56.74 57.73 61.32
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 62.94 59.20 3.74 6.0% 2.09 3.4% 83% False False 8,720
10 63.03 58.66 4.37 7.0% 1.91 3.1% 83% False False 9,905
20 63.03 53.00 10.03 16.1% 1.59 2.5% 93% False False 9,194
40 63.03 53.00 10.03 16.1% 1.61 2.6% 93% False False 7,896
60 63.03 46.50 16.53 26.5% 1.69 2.7% 96% False False 7,245
80 63.03 45.06 17.97 28.8% 1.61 2.6% 96% False False 6,394
Crabel Price Patterns
NR True
NR4 False
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.52
2.618 67.60
1.618 65.81
1.000 64.70
0.618 64.02
HIGH 62.91
0.618 62.23
0.500 62.02
0.382 61.80
LOW 61.12
0.618 60.01
1.000 59.33
1.618 58.22
2.618 56.43
4.250 53.51
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 62.21 61.89
PP 62.11 61.47
S1 62.02 61.06

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

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