NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 63.99 64.80 0.81 1.3% 59.99
High 64.92 64.89 -0.03 0.0% 64.40
Low 63.58 63.24 -0.34 -0.5% 59.99
Close 64.32 63.64 -0.68 -1.1% 64.30
Range 1.34 1.65 0.31 23.1% 4.41
ATR 1.58 1.58 0.01 0.3% 0.00
Volume 2,064 1,558 -506 -24.5% 13,122
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 68.87 67.91 64.55
R3 67.22 66.26 64.09
R2 65.57 65.57 63.94
R1 64.61 64.61 63.79 64.27
PP 63.92 63.92 63.92 63.75
S1 62.96 62.96 63.49 62.62
S2 62.27 62.27 63.34
S3 60.62 61.31 63.19
S4 58.97 59.66 62.73
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 76.13 74.62 66.73
R3 71.72 70.21 65.51
R2 67.31 67.31 65.11
R1 65.80 65.80 64.70 66.56
PP 62.90 62.90 62.90 63.27
S1 61.39 61.39 63.90 62.15
S2 58.49 58.49 63.49
S3 54.08 56.98 63.09
S4 49.67 52.57 61.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.92 62.10 2.82 4.4% 1.51 2.4% 55% False False 1,992
10 64.92 57.44 7.48 11.8% 1.63 2.6% 83% False False 2,026
20 64.92 56.18 8.74 13.7% 1.13 1.8% 85% False False 1,804
40 64.92 55.18 9.74 15.3% 1.18 1.9% 87% False False 1,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.90
2.618 69.21
1.618 67.56
1.000 66.54
0.618 65.91
HIGH 64.89
0.618 64.26
0.500 64.07
0.382 63.87
LOW 63.24
0.618 62.22
1.000 61.59
1.618 60.57
2.618 58.92
4.250 56.23
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 64.07 63.97
PP 63.92 63.86
S1 63.78 63.75

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

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