NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 64.85 65.32 0.47 0.7% 60.43
High 65.88 67.62 1.74 2.6% 64.55
Low 64.70 65.32 0.62 1.0% 60.06
Close 65.72 67.58 1.86 2.8% 64.28
Range 1.18 2.30 1.12 94.9% 4.49
ATR 1.71 1.75 0.04 2.5% 0.00
Volume 8,089 7,201 -888 -11.0% 23,717
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 73.74 72.96 68.85
R3 71.44 70.66 68.21
R2 69.14 69.14 68.00
R1 68.36 68.36 67.79 68.75
PP 66.84 66.84 66.84 67.04
S1 66.06 66.06 67.37 66.45
S2 64.54 64.54 67.16
S3 62.24 63.76 66.95
S4 59.94 61.46 66.32
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.43 74.85 66.75
R3 71.94 70.36 65.51
R2 67.45 67.45 65.10
R1 65.87 65.87 64.69 66.66
PP 62.96 62.96 62.96 63.36
S1 61.38 61.38 63.87 62.17
S2 58.47 58.47 63.46
S3 53.98 56.89 63.05
S4 49.49 52.40 61.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.62 62.36 5.26 7.8% 1.66 2.5% 99% True False 6,539
10 67.62 59.95 7.67 11.3% 1.73 2.6% 99% True False 5,830
20 67.62 55.83 11.79 17.4% 1.58 2.3% 100% True False 6,437
40 67.62 54.20 13.42 19.9% 1.41 2.1% 100% True False 5,486
60 67.62 49.00 18.62 27.6% 1.54 2.3% 100% True False 5,228
80 67.62 45.87 21.75 32.2% 1.55 2.3% 100% True False 4,876
100 67.62 45.87 21.75 32.2% 1.51 2.2% 100% True False 4,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.40
2.618 73.64
1.618 71.34
1.000 69.92
0.618 69.04
HIGH 67.62
0.618 66.74
0.500 66.47
0.382 66.20
LOW 65.32
0.618 63.90
1.000 63.02
1.618 61.60
2.618 59.30
4.250 55.55
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 67.21 66.72
PP 66.84 65.85
S1 66.47 64.99

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

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