NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 63.68 61.47 -2.21 -3.5% 59.77
High 63.68 62.68 -1.00 -1.6% 63.09
Low 61.88 61.38 -0.50 -0.8% 59.77
Close 62.31 62.67 0.36 0.6% 63.01
Range 1.80 1.30 -0.50 -27.8% 3.32
ATR 1.68 1.66 -0.03 -1.6% 0.00
Volume 6,959 7,438 479 6.9% 40,094
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 66.14 65.71 63.39
R3 64.84 64.41 63.03
R2 63.54 63.54 62.91
R1 63.11 63.11 62.79 63.33
PP 62.24 62.24 62.24 62.35
S1 61.81 61.81 62.55 62.03
S2 60.94 60.94 62.43
S3 59.64 60.51 62.31
S4 58.34 59.21 61.96
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 63.74 61.38 2.36 3.8% 1.36 2.2% 55% False True 7,948
10 63.74 55.83 7.91 12.6% 1.50 2.4% 86% False False 7,175
20 63.74 54.20 9.54 15.2% 1.35 2.2% 89% False False 5,725
40 63.74 54.20 9.54 15.2% 1.37 2.2% 89% False False 5,349
60 63.74 46.08 17.66 28.2% 1.55 2.5% 94% False False 5,079
80 63.74 45.87 17.87 28.5% 1.48 2.4% 94% False False 4,634
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 True
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.21
2.618 66.08
1.618 64.78
1.000 63.98
0.618 63.48
HIGH 62.68
0.618 62.18
0.500 62.03
0.382 61.88
LOW 61.38
0.618 60.58
1.000 60.08
1.618 59.28
2.618 57.98
4.250 55.86
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 62.46 62.63
PP 62.24 62.60
S1 62.03 62.56

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

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