NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 37.34 35.28 -2.06 -5.5% 40.55
High 37.99 36.87 -1.12 -2.9% 40.80
Low 33.20 34.18 0.98 3.0% 33.20
Close 35.40 36.51 1.11 3.1% 36.51
Range 4.79 2.69 -2.10 -43.8% 7.60
ATR 4.16 4.05 -0.10 -2.5% 0.00
Volume 311,078 179,925 -131,153 -42.2% 1,381,877
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 43.92 42.91 37.99
R3 41.23 40.22 37.25
R2 38.54 38.54 37.00
R1 37.53 37.53 36.76 38.04
PP 35.85 35.85 35.85 36.11
S1 34.84 34.84 36.26 35.35
S2 33.16 33.16 36.02
S3 30.47 32.15 35.77
S4 27.78 29.46 35.03
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.64 55.67 40.69
R3 52.04 48.07 38.60
R2 44.44 44.44 37.90
R1 40.47 40.47 37.21 38.66
PP 36.84 36.84 36.84 35.93
S1 32.87 32.87 35.81 31.06
S2 29.24 29.24 35.12
S3 21.64 25.27 34.42
S4 14.04 17.67 32.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.80 33.20 7.60 20.8% 3.63 9.9% 44% False False 276,375
10 50.47 33.20 17.27 47.3% 3.78 10.4% 19% False False 277,537
20 50.47 33.20 17.27 47.3% 3.99 10.9% 19% False False 219,376
40 57.24 33.20 24.04 65.8% 4.05 11.1% 14% False False 155,471
60 72.86 33.20 39.66 108.6% 4.27 11.7% 8% False False 111,510
80 108.00 33.20 74.80 204.9% 4.47 12.2% 4% False False 86,544
100 121.18 33.20 87.98 241.0% 4.41 12.1% 4% False False 70,610
120 129.51 33.20 96.31 263.8% 4.28 11.7% 3% False False 59,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 48.30
2.618 43.91
1.618 41.22
1.000 39.56
0.618 38.53
HIGH 36.87
0.618 35.84
0.500 35.53
0.382 35.21
LOW 34.18
0.618 32.52
1.000 31.49
1.618 29.83
2.618 27.14
4.250 22.75
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 36.18 36.45
PP 35.85 36.39
S1 35.53 36.33

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

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