NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 63.00 64.36 1.36 2.2% 59.32
High 64.21 65.42 1.21 1.9% 63.96
Low 61.75 63.92 2.17 3.5% 59.26
Close 64.21 65.22 1.01 1.6% 63.68
Range 2.46 1.50 -0.96 -39.0% 4.70
ATR 1.88 1.86 -0.03 -1.5% 0.00
Volume 5,981 13,740 7,759 129.7% 42,825
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 69.35 68.79 66.05
R3 67.85 67.29 65.63
R2 66.35 66.35 65.50
R1 65.79 65.79 65.36 66.07
PP 64.85 64.85 64.85 65.00
S1 64.29 64.29 65.08 64.57
S2 63.35 63.35 64.95
S3 61.85 62.79 64.81
S4 60.35 61.29 64.40
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 65.42 61.75 3.67 5.6% 1.63 2.5% 95% True False 9,641
10 65.42 59.20 6.22 9.5% 1.86 2.9% 97% True False 9,181
20 65.42 54.66 10.76 16.5% 1.69 2.6% 98% True False 9,522
40 65.42 53.00 12.42 19.0% 1.65 2.5% 98% True False 8,350
60 65.42 46.50 18.92 29.0% 1.68 2.6% 99% True False 7,550
80 65.42 45.06 20.36 31.2% 1.64 2.5% 99% True False 6,787
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.80
2.618 69.35
1.618 67.85
1.000 66.92
0.618 66.35
HIGH 65.42
0.618 64.85
0.500 64.67
0.382 64.49
LOW 63.92
0.618 62.99
1.000 62.42
1.618 61.49
2.618 59.99
4.250 57.55
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 65.04 64.68
PP 64.85 64.13
S1 64.67 63.59

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

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