NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 62.78 63.10 0.32 0.5% 63.31
High 63.70 63.26 -0.44 -0.7% 64.47
Low 61.76 60.66 -1.10 -1.8% 60.66
Close 63.35 60.88 -2.47 -3.9% 60.88
Range 1.94 2.60 0.66 34.0% 3.81
ATR 2.04 2.09 0.05 2.3% 0.00
Volume 24,132 24,091 -41 -0.2% 113,814
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 69.40 67.74 62.31
R3 66.80 65.14 61.60
R2 64.20 64.20 61.36
R1 62.54 62.54 61.12 62.07
PP 61.60 61.60 61.60 61.37
S1 59.94 59.94 60.64 59.47
S2 59.00 59.00 60.40
S3 56.40 57.34 60.17
S4 53.80 54.74 59.45
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 73.43 70.97 62.98
R3 69.62 67.16 61.93
R2 65.81 65.81 61.58
R1 63.35 63.35 61.23 62.68
PP 62.00 62.00 62.00 61.67
S1 59.54 59.54 60.53 58.87
S2 58.19 58.19 60.18
S3 54.38 55.73 59.83
S4 50.57 51.92 58.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.47 60.66 3.81 6.3% 1.95 3.2% 6% False True 22,762
10 64.47 59.30 5.17 8.5% 1.89 3.1% 31% False False 25,159
20 64.47 54.92 9.55 15.7% 1.98 3.2% 62% False False 21,848
40 64.47 54.92 9.55 15.7% 2.09 3.4% 62% False False 21,075
60 64.47 47.19 17.28 28.4% 2.25 3.7% 79% False False 21,651
80 64.47 46.14 18.33 30.1% 2.29 3.8% 80% False False 21,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 74.31
2.618 70.07
1.618 67.47
1.000 65.86
0.618 64.87
HIGH 63.26
0.618 62.27
0.500 61.96
0.382 61.65
LOW 60.66
0.618 59.05
1.000 58.06
1.618 56.45
2.618 53.85
4.250 49.61
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 61.96 62.51
PP 61.60 61.97
S1 61.24 61.42

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

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