NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 65.18 65.35 0.17 0.3% 60.90
High 65.23 66.41 1.18 1.8% 65.09
Low 62.93 64.96 2.03 3.2% 60.77
Close 65.23 66.23 1.00 1.5% 64.87
Range 2.30 1.45 -0.85 -37.0% 4.32
ATR 2.01 1.97 -0.04 -2.0% 0.00
Volume 18,339 31,815 13,476 73.5% 111,683
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 70.22 69.67 67.03
R3 68.77 68.22 66.63
R2 67.32 67.32 66.50
R1 66.77 66.77 66.36 67.05
PP 65.87 65.87 65.87 66.00
S1 65.32 65.32 66.10 65.60
S2 64.42 64.42 65.96
S3 62.97 63.87 65.83
S4 61.52 62.42 65.43
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 66.41 62.93 3.48 5.3% 1.65 2.5% 95% True False 23,695
10 66.41 60.66 5.75 8.7% 1.92 2.9% 97% True False 23,125
20 66.41 55.70 10.71 16.2% 1.91 2.9% 98% True False 23,252
40 66.41 54.92 11.49 17.3% 2.07 3.1% 98% True False 21,228
60 66.41 48.00 18.41 27.8% 2.18 3.3% 99% True False 21,616
80 66.41 46.14 20.27 30.6% 2.23 3.4% 99% True False 21,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.57
2.618 70.21
1.618 68.76
1.000 67.86
0.618 67.31
HIGH 66.41
0.618 65.86
0.500 65.69
0.382 65.51
LOW 64.96
0.618 64.06
1.000 63.51
1.618 62.61
2.618 61.16
4.250 58.80
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 66.05 65.71
PP 65.87 65.19
S1 65.69 64.67

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

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