NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 62.13 61.77 -0.36 -0.6% 59.77
High 62.84 62.73 -0.11 -0.2% 63.09
Low 61.69 61.66 -0.03 0.0% 59.77
Close 63.01 62.73 -0.28 -0.4% 63.01
Range 1.15 1.07 -0.08 -7.0% 3.32
ATR 1.72 1.69 -0.03 -1.5% 0.00
Volume 11,980 8,167 -3,813 -31.8% 40,094
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 65.58 65.23 63.32
R3 64.51 64.16 63.02
R2 63.44 63.44 62.93
R1 63.09 63.09 62.83 63.27
PP 62.37 62.37 62.37 62.46
S1 62.02 62.02 62.63 62.20
S2 61.30 61.30 62.53
S3 60.23 60.95 62.44
S4 59.16 59.88 62.14
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 71.92 70.78 64.84
R3 68.60 67.46 63.92
R2 65.28 65.28 63.62
R1 64.14 64.14 63.31 64.71
PP 61.96 61.96 61.96 62.24
S1 60.82 60.82 62.71 61.39
S2 58.64 58.64 62.40
S3 55.32 57.50 62.10
S4 52.00 54.18 61.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.09 59.80 3.29 5.2% 1.32 2.1% 89% False False 8,460
10 63.09 54.71 8.38 13.4% 1.27 2.0% 96% False False 6,700
20 63.09 54.20 8.89 14.2% 1.24 2.0% 96% False False 5,232
40 63.09 50.25 12.84 20.5% 1.45 2.3% 97% False False 5,179
60 63.09 45.87 17.22 27.5% 1.56 2.5% 98% False False 4,969
80 63.09 45.87 17.22 27.5% 1.49 2.4% 98% False False 4,485
Crabel Price Patterns
NR True
NR4 True
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.28
2.618 65.53
1.618 64.46
1.000 63.80
0.618 63.39
HIGH 62.73
0.618 62.32
0.500 62.20
0.382 62.07
LOW 61.66
0.618 61.00
1.000 60.59
1.618 59.93
2.618 58.86
4.250 57.11
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 62.55 62.50
PP 62.37 62.26
S1 62.20 62.03

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

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