NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 43.09 47.33 4.24 9.8% 42.00
High 49.55 50.45 0.90 1.8% 50.45
Low 40.89 44.77 3.88 9.5% 40.57
Close 48.59 50.21 1.62 3.3% 50.21
Range 8.66 5.68 -2.98 -34.4% 9.88
ATR 4.17 4.28 0.11 2.6% 0.00
Volume 52,477 75,784 23,307 44.4% 184,332
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.52 63.54 53.33
R3 59.84 57.86 51.77
R2 54.16 54.16 51.25
R1 52.18 52.18 50.73 53.17
PP 48.48 48.48 48.48 48.97
S1 46.50 46.50 49.69 47.49
S2 42.80 42.80 49.17
S3 37.12 40.82 48.65
S4 31.44 35.14 47.09
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.72 73.34 55.64
R3 66.84 63.46 52.93
R2 56.96 56.96 52.02
R1 53.58 53.58 51.12 55.27
PP 47.08 47.08 47.08 47.92
S1 43.70 43.70 49.30 45.39
S2 37.20 37.20 48.40
S3 27.32 33.82 47.49
S4 17.44 23.94 44.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.45 38.41 12.04 24.0% 4.67 9.3% 98% True False 43,193
10 50.45 38.00 12.45 24.8% 4.11 8.2% 98% True False 50,572
20 55.30 38.00 17.30 34.5% 4.07 8.1% 71% False False 51,118
40 72.00 38.00 34.00 67.7% 3.92 7.8% 36% False False 35,588
60 89.27 38.00 51.27 102.1% 4.25 8.5% 24% False False 27,492
80 111.00 38.00 73.00 145.4% 4.42 8.8% 17% False False 22,335
100 123.30 38.00 85.30 169.9% 4.16 8.3% 14% False False 18,445
120 147.14 38.00 109.14 217.4% 3.86 7.7% 11% False False 15,736
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 1.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.59
2.618 65.32
1.618 59.64
1.000 56.13
0.618 53.96
HIGH 50.45
0.618 48.28
0.500 47.61
0.382 46.94
LOW 44.77
0.618 41.26
1.000 39.09
1.618 35.58
2.618 29.90
4.250 20.63
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 49.34 48.70
PP 48.48 47.18
S1 47.61 45.67

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

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