NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 63.10 60.90 -2.20 -3.5% 63.31
High 63.26 63.41 0.15 0.2% 64.47
Low 60.66 60.77 0.11 0.2% 60.66
Close 60.88 63.12 2.24 3.7% 60.88
Range 2.60 2.64 0.04 1.5% 3.81
ATR 2.09 2.13 0.04 1.9% 0.00
Volume 24,091 28,347 4,256 17.7% 113,814
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 70.35 69.38 64.57
R3 67.71 66.74 63.85
R2 65.07 65.07 63.60
R1 64.10 64.10 63.36 64.59
PP 62.43 62.43 62.43 62.68
S1 61.46 61.46 62.88 61.95
S2 59.79 59.79 62.64
S3 57.15 58.82 62.39
S4 54.51 56.18 61.67
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 6.0% 2.13 3.4% 65% False False 23,243
10 64.47 60.51 3.96 6.3% 1.92 3.0% 66% False False 25,713
20 64.47 54.92 9.55 15.1% 1.95 3.1% 86% False False 22,606
40 64.47 54.92 9.55 15.1% 2.12 3.4% 86% False False 21,100
60 64.47 47.81 16.66 26.4% 2.27 3.6% 92% False False 21,625
80 64.47 46.14 18.33 29.0% 2.29 3.6% 93% False False 21,318
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 0.35
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 74.63
2.618 70.32
1.618 67.68
1.000 66.05
0.618 65.04
HIGH 63.41
0.618 62.40
0.500 62.09
0.382 61.78
LOW 60.77
0.618 59.14
1.000 58.13
1.618 56.50
2.618 53.86
4.250 49.55
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 62.78 62.81
PP 62.43 62.49
S1 62.09 62.18

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

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