NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 63.60 63.06 -0.54 -0.8% 61.77
High 63.60 64.41 0.81 1.3% 63.74
Low 61.84 63.06 1.22 2.0% 59.95
Close 62.99 64.29 1.30 2.1% 60.17
Range 1.76 1.35 -0.41 -23.3% 3.79
ATR 1.79 1.76 -0.03 -1.5% 0.00
Volume 2,588 4,697 2,109 81.5% 33,439
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 67.97 67.48 65.03
R3 66.62 66.13 64.66
R2 65.27 65.27 64.54
R1 64.78 64.78 64.41 65.03
PP 63.92 63.92 63.92 64.04
S1 63.43 63.43 64.17 63.68
S2 62.57 62.57 64.04
S3 61.22 62.08 63.92
S4 59.87 60.73 63.55
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.66 70.20 62.25
R3 68.87 66.41 61.21
R2 65.08 65.08 60.86
R1 62.62 62.62 60.52 61.96
PP 61.29 61.29 61.29 60.95
S1 58.83 58.83 59.82 58.17
S2 57.50 57.50 59.48
S3 53.71 55.04 59.13
S4 49.92 51.25 58.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.41 59.95 4.46 6.9% 1.80 2.8% 97% True False 5,122
10 64.41 59.95 4.46 6.9% 1.66 2.6% 97% True False 6,533
20 64.41 54.20 10.21 15.9% 1.49 2.3% 99% True False 6,010
40 64.41 54.20 10.21 15.9% 1.38 2.2% 99% True False 5,280
60 64.41 47.48 16.93 26.3% 1.55 2.4% 99% True False 5,137
80 64.41 45.87 18.54 28.8% 1.50 2.3% 99% True False 4,645
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.15
2.618 67.94
1.618 66.59
1.000 65.76
0.618 65.24
HIGH 64.41
0.618 63.89
0.500 63.74
0.382 63.58
LOW 63.06
0.618 62.23
1.000 61.71
1.618 60.88
2.618 59.53
4.250 57.32
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 64.11 63.61
PP 63.92 62.92
S1 63.74 62.24

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

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