NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 35.28 36.14 0.86 2.4% 40.55
High 36.87 39.55 2.68 7.3% 40.80
Low 34.18 32.70 -1.48 -4.3% 33.20
Close 36.51 38.74 2.23 6.1% 36.51
Range 2.69 6.85 4.16 154.6% 7.60
ATR 4.05 4.25 0.20 4.9% 0.00
Volume 179,925 97,975 -81,950 -45.5% 1,381,877
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.55 54.99 42.51
R3 50.70 48.14 40.62
R2 43.85 43.85 40.00
R1 41.29 41.29 39.37 42.57
PP 37.00 37.00 37.00 37.64
S1 34.44 34.44 38.11 35.72
S2 30.15 30.15 37.48
S3 23.30 27.59 36.86
S4 16.45 20.74 34.97
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 39.55 32.70 6.85 17.7% 4.33 11.2% 88% True True 240,484
10 50.47 32.70 17.77 45.9% 4.09 10.6% 34% False True 268,866
20 50.47 32.70 17.77 45.9% 4.12 10.6% 34% False True 211,579
40 57.24 32.70 24.54 63.3% 4.16 10.7% 25% False True 157,047
60 72.86 32.70 40.16 103.7% 4.30 11.1% 15% False True 112,910
80 107.32 32.70 74.62 192.6% 4.50 11.6% 8% False True 87,562
100 121.18 32.70 88.48 228.4% 4.42 11.4% 7% False True 71,575
120 129.51 32.70 96.81 249.9% 4.31 11.1% 6% False True 60,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 68.66
2.618 57.48
1.618 50.63
1.000 46.40
0.618 43.78
HIGH 39.55
0.618 36.93
0.500 36.13
0.382 35.32
LOW 32.70
0.618 28.47
1.000 25.85
1.618 21.62
2.618 14.77
4.250 3.59
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 37.87 37.87
PP 37.00 37.00
S1 36.13 36.13

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

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