NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 60.90 63.23 2.33 3.8% 63.31
High 63.41 64.27 0.86 1.4% 64.47
Low 60.77 62.42 1.65 2.7% 60.66
Close 63.12 63.61 0.49 0.8% 60.88
Range 2.64 1.85 -0.79 -29.9% 3.81
ATR 2.13 2.11 -0.02 -0.9% 0.00
Volume 28,347 15,011 -13,336 -47.0% 113,814
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 68.98 68.15 64.63
R3 67.13 66.30 64.12
R2 65.28 65.28 63.95
R1 64.45 64.45 63.78 64.87
PP 63.43 63.43 63.43 63.64
S1 62.60 62.60 63.44 63.02
S2 61.58 61.58 63.27
S3 59.73 60.75 63.10
S4 57.88 58.90 62.59
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 64.36 60.66 3.70 5.8% 2.19 3.4% 80% False False 22,555
10 64.47 60.54 3.93 6.2% 2.00 3.2% 78% False False 24,416
20 64.47 54.92 9.55 15.0% 1.93 3.0% 91% False False 22,444
40 64.47 54.92 9.55 15.0% 2.10 3.3% 91% False False 20,894
60 64.47 48.00 16.47 25.9% 2.25 3.5% 95% False False 21,585
80 64.47 46.14 18.33 28.8% 2.27 3.6% 95% False False 21,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 72.13
2.618 69.11
1.618 67.26
1.000 66.12
0.618 65.41
HIGH 64.27
0.618 63.56
0.500 63.35
0.382 63.13
LOW 62.42
0.618 61.28
1.000 60.57
1.618 59.43
2.618 57.58
4.250 54.56
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 63.52 63.23
PP 63.43 62.85
S1 63.35 62.47

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

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