NYMEX Light Sweet Crude Oil Future March 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 47.33 50.63 3.30 7.0% 42.00
High 50.45 53.10 2.65 5.3% 50.45
Low 44.77 49.32 4.55 10.2% 40.57
Close 50.21 52.69 2.48 4.9% 50.21
Range 5.68 3.78 -1.90 -33.5% 9.88
ATR 4.28 4.24 -0.04 -0.8% 0.00
Volume 75,784 54,439 -21,345 -28.2% 184,332
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.04 61.65 54.77
R3 59.26 57.87 53.73
R2 55.48 55.48 53.38
R1 54.09 54.09 53.04 54.79
PP 51.70 51.70 51.70 52.05
S1 50.31 50.31 52.34 51.01
S2 47.92 47.92 52.00
S3 44.14 46.53 51.65
S4 40.36 42.75 50.61
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 53.10 40.57 12.53 23.8% 4.94 9.4% 97% True False 47,754
10 53.10 38.00 15.10 28.7% 4.06 7.7% 97% True False 48,901
20 55.30 38.00 17.30 32.8% 4.07 7.7% 85% False False 52,048
40 68.06 38.00 30.06 57.1% 3.90 7.4% 49% False False 36,578
60 89.27 38.00 51.27 97.3% 4.25 8.1% 29% False False 28,257
80 111.00 38.00 73.00 138.5% 4.42 8.4% 20% False False 22,896
100 123.30 38.00 85.30 161.9% 4.17 7.9% 17% False False 18,980
120 140.01 38.00 102.01 193.6% 3.84 7.3% 14% False False 16,182
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 1.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.17
2.618 63.00
1.618 59.22
1.000 56.88
0.618 55.44
HIGH 53.10
0.618 51.66
0.500 51.21
0.382 50.76
LOW 49.32
0.618 46.98
1.000 45.54
1.618 43.20
2.618 39.42
4.250 33.26
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 52.20 50.79
PP 51.70 48.89
S1 51.21 47.00

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

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