NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 65.32 67.84 2.52 3.9% 62.36
High 67.62 68.84 1.22 1.8% 68.84
Low 65.32 67.84 2.52 3.9% 62.36
Close 67.58 68.68 1.10 1.6% 68.68
Range 2.30 1.00 -1.30 -56.5% 6.48
ATR 1.75 1.72 -0.04 -2.0% 0.00
Volume 7,201 9,639 2,438 33.9% 31,113
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 71.45 71.07 69.23
R3 70.45 70.07 68.96
R2 69.45 69.45 68.86
R1 69.07 69.07 68.77 69.26
PP 68.45 68.45 68.45 68.55
S1 68.07 68.07 68.59 68.26
S2 67.45 67.45 68.50
S3 66.45 67.07 68.41
S4 65.45 66.07 68.13
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.07 83.85 72.24
R3 79.59 77.37 70.46
R2 73.11 73.11 69.87
R1 70.89 70.89 69.27 72.00
PP 66.63 66.63 66.63 67.18
S1 64.41 64.41 68.09 65.52
S2 60.15 60.15 67.49
S3 53.67 57.93 66.90
S4 47.19 51.45 65.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.84 62.36 6.48 9.4% 1.60 2.3% 98% True False 7,422
10 68.84 59.95 8.89 12.9% 1.70 2.5% 98% True False 6,050
20 68.84 55.83 13.01 18.9% 1.60 2.3% 99% True False 6,612
40 68.84 54.20 14.64 21.3% 1.41 2.1% 99% True False 5,582
60 68.84 49.00 19.84 28.9% 1.53 2.2% 99% True False 5,307
80 68.84 45.87 22.97 33.4% 1.56 2.3% 99% True False 4,973
100 68.84 45.87 22.97 33.4% 1.50 2.2% 99% True False 4,599
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 0.19
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 73.09
2.618 71.46
1.618 70.46
1.000 69.84
0.618 69.46
HIGH 68.84
0.618 68.46
0.500 68.34
0.382 68.22
LOW 67.84
0.618 67.22
1.000 66.84
1.618 66.22
2.618 65.22
4.250 63.59
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 68.57 68.04
PP 68.45 67.41
S1 68.34 66.77

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

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