NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 43.72 47.04 3.32 7.6% 38.40
High 46.74 49.28 2.54 5.4% 46.74
Low 41.05 45.56 4.51 11.0% 36.94
Close 46.34 48.81 2.47 5.3% 46.34
Range 5.69 3.72 -1.97 -34.6% 9.80
ATR 4.38 4.34 -0.05 -1.1% 0.00
Volume 188,601 184,679 -3,922 -2.1% 541,018
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.04 57.65 50.86
R3 55.32 53.93 49.83
R2 51.60 51.60 49.49
R1 50.21 50.21 49.15 50.91
PP 47.88 47.88 47.88 48.23
S1 46.49 46.49 48.47 47.19
S2 44.16 44.16 48.13
S3 40.44 42.77 47.79
S4 36.72 39.05 46.76
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 72.74 69.34 51.73
R3 62.94 59.54 49.04
R2 53.14 53.14 48.14
R1 49.74 49.74 47.24 51.44
PP 43.34 43.34 43.34 44.19
S1 39.94 39.94 45.44 41.64
S2 33.54 33.54 44.54
S3 23.74 30.14 43.65
S4 13.94 20.34 40.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.28 36.94 12.34 25.3% 5.03 10.3% 96% True False 145,139
10 49.28 35.13 14.15 29.0% 4.15 8.5% 97% True False 154,293
20 52.95 35.13 17.82 36.5% 4.16 8.5% 77% False False 151,993
40 67.23 35.13 32.10 65.8% 4.10 8.4% 43% False False 96,528
60 89.32 35.13 54.19 111.0% 4.42 9.1% 25% False False 70,194
80 109.44 35.13 74.31 152.2% 4.56 9.3% 18% False False 55,144
100 123.65 35.13 88.52 181.4% 4.40 9.0% 15% False False 44,929
120 138.64 35.13 103.51 212.1% 4.15 8.5% 13% False False 37,923
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 1.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.09
2.618 59.02
1.618 55.30
1.000 53.00
0.618 51.58
HIGH 49.28
0.618 47.86
0.500 47.42
0.382 46.98
LOW 45.56
0.618 43.26
1.000 41.84
1.618 39.54
2.618 35.82
4.250 29.75
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 48.35 46.91
PP 47.88 45.01
S1 47.42 43.11

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

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