NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 63.37 63.00 -0.37 -0.6% 59.32
High 63.96 64.21 0.25 0.4% 63.96
Low 62.76 61.75 -1.01 -1.6% 59.26
Close 63.68 64.21 0.53 0.8% 63.68
Range 1.20 2.46 1.26 105.0% 4.70
ATR 1.84 1.88 0.04 2.4% 0.00
Volume 8,964 5,981 -2,983 -33.3% 42,825
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 70.77 69.95 65.56
R3 68.31 67.49 64.89
R2 65.85 65.85 64.66
R1 65.03 65.03 64.44 65.44
PP 63.39 63.39 63.39 63.60
S1 62.57 62.57 63.98 62.98
S2 60.93 60.93 63.76
S3 58.47 60.11 63.53
S4 56.01 57.65 62.86
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.40 74.74 66.27
R3 71.70 70.04 64.97
R2 67.00 67.00 64.54
R1 65.34 65.34 64.11 66.17
PP 62.30 62.30 62.30 62.72
S1 60.64 60.64 63.25 61.47
S2 57.60 57.60 62.82
S3 52.90 55.94 62.39
S4 48.20 51.24 61.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.21 61.12 3.09 4.8% 1.69 2.6% 100% True False 8,049
10 64.21 59.20 5.01 7.8% 1.86 2.9% 100% True False 8,484
20 64.21 53.25 10.96 17.1% 1.67 2.6% 100% True False 9,140
40 64.21 53.00 11.21 17.5% 1.66 2.6% 100% True False 8,153
60 64.21 46.50 17.71 27.6% 1.68 2.6% 100% True False 7,419
80 64.21 45.06 19.15 29.8% 1.63 2.5% 100% True False 6,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.67
2.618 70.65
1.618 68.19
1.000 66.67
0.618 65.73
HIGH 64.21
0.618 63.27
0.500 62.98
0.382 62.69
LOW 61.75
0.618 60.23
1.000 59.29
1.618 57.77
2.618 55.31
4.250 51.30
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 63.80 63.80
PP 63.39 63.39
S1 62.98 62.98

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

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