NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 64.56 65.18 0.62 1.0% 60.90
High 65.09 65.23 0.14 0.2% 65.09
Low 63.79 62.93 -0.86 -1.3% 60.77
Close 64.87 65.23 0.36 0.6% 64.87
Range 1.30 2.30 1.00 76.9% 4.32
ATR 1.99 2.01 0.02 1.1% 0.00
Volume 21,486 18,339 -3,147 -14.6% 111,683
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 71.36 70.60 66.50
R3 69.06 68.30 65.86
R2 66.76 66.76 65.65
R1 66.00 66.00 65.44 66.38
PP 64.46 64.46 64.46 64.66
S1 63.70 63.70 65.02 64.08
S2 62.16 62.16 64.81
S3 59.86 61.40 64.60
S4 57.56 59.10 63.97
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.54 75.02 67.25
R3 72.22 70.70 66.06
R2 67.90 67.90 65.66
R1 66.38 66.38 65.27 67.14
PP 63.58 63.58 63.58 63.96
S1 62.06 62.06 64.47 62.82
S2 59.26 59.26 64.08
S3 54.94 57.74 63.68
S4 50.62 53.42 62.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.23 62.42 2.81 4.3% 1.73 2.6% 100% True False 20,335
10 65.23 60.66 4.57 7.0% 1.93 3.0% 100% True False 21,789
20 65.23 55.21 10.02 15.4% 1.91 2.9% 100% True False 22,521
40 65.23 54.92 10.31 15.8% 2.10 3.2% 100% True False 20,808
60 65.23 48.00 17.23 26.4% 2.22 3.4% 100% True False 21,424
80 65.23 46.14 19.09 29.3% 2.23 3.4% 100% True False 21,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.01
2.618 71.25
1.618 68.95
1.000 67.53
0.618 66.65
HIGH 65.23
0.618 64.35
0.500 64.08
0.382 63.81
LOW 62.93
0.618 61.51
1.000 60.63
1.618 59.21
2.618 56.91
4.250 53.16
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 64.85 64.85
PP 64.46 64.46
S1 64.08 64.08

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

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