NYMEX Light Sweet Crude Oil Future January 2010


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 62.93 64.83 1.90 3.0% 63.18
High 63.66 64.83 1.17 1.8% 64.92
Low 62.75 63.02 0.27 0.4% 61.52
Close 63.71 64.17 0.46 0.7% 61.50
Range 0.91 1.81 0.90 98.9% 3.40
ATR 1.65 1.66 0.01 0.7% 0.00
Volume 2,571 756 -1,815 -70.6% 7,402
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 69.44 68.61 65.17
R3 67.63 66.80 64.67
R2 65.82 65.82 64.50
R1 64.99 64.99 64.34 64.50
PP 64.01 64.01 64.01 63.76
S1 63.18 63.18 64.00 62.69
S2 62.20 62.20 63.84
S3 60.39 61.37 63.67
S4 58.58 59.56 63.17
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.85 70.57 63.37
R3 69.45 67.17 62.44
R2 66.05 66.05 62.12
R1 63.77 63.77 61.81 63.21
PP 62.65 62.65 62.65 62.37
S1 60.37 60.37 61.19 59.81
S2 59.25 59.25 60.88
S3 55.85 56.97 60.57
S4 52.45 53.57 59.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.89 61.52 3.37 5.3% 1.56 2.4% 79% False False 1,551
10 64.92 61.52 3.40 5.3% 1.53 2.4% 78% False False 2,045
20 64.92 56.45 8.47 13.2% 1.29 2.0% 91% False False 1,839
40 64.92 56.18 8.74 13.6% 1.19 1.9% 91% False False 1,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.52
2.618 69.57
1.618 67.76
1.000 66.64
0.618 65.95
HIGH 64.83
0.618 64.14
0.500 63.93
0.382 63.71
LOW 63.02
0.618 61.90
1.000 61.21
1.618 60.09
2.618 58.28
4.250 55.33
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 64.09 63.84
PP 64.01 63.51
S1 63.93 63.18

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

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