NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 63.06 63.61 0.55 0.9% 61.77
High 64.41 64.03 -0.38 -0.6% 63.74
Low 63.06 62.76 -0.30 -0.5% 59.95
Close 64.29 63.75 -0.54 -0.8% 60.17
Range 1.35 1.27 -0.08 -5.9% 3.79
ATR 1.76 1.74 -0.02 -0.9% 0.00
Volume 4,697 5,222 525 11.2% 33,439
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 67.32 66.81 64.45
R3 66.05 65.54 64.10
R2 64.78 64.78 63.98
R1 64.27 64.27 63.87 64.53
PP 63.51 63.51 63.51 63.64
S1 63.00 63.00 63.63 63.26
S2 62.24 62.24 63.52
S3 60.97 61.73 63.40
S4 59.70 60.46 63.05
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 7.0% 1.80 2.8% 85% False False 4,679
10 64.41 59.95 4.46 7.0% 1.58 2.5% 85% False False 6,313
20 64.41 54.20 10.21 16.0% 1.50 2.4% 94% False False 6,001
40 64.41 54.20 10.21 16.0% 1.38 2.2% 94% False False 5,210
60 64.41 47.48 16.93 26.6% 1.54 2.4% 96% False False 5,084
80 64.41 45.87 18.54 29.1% 1.52 2.4% 96% False False 4,663
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 69.43
2.618 67.35
1.618 66.08
1.000 65.30
0.618 64.81
HIGH 64.03
0.618 63.54
0.500 63.40
0.382 63.25
LOW 62.76
0.618 61.98
1.000 61.49
1.618 60.71
2.618 59.44
4.250 57.36
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 63.63 63.54
PP 63.51 63.33
S1 63.40 63.13

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

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