NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 52.44 52.80 0.36 0.7% 42.00
High 54.74 53.44 -1.30 -2.4% 50.45
Low 51.61 47.22 -4.39 -8.5% 40.57
Close 53.13 47.39 -5.74 -10.8% 50.21
Range 3.13 6.22 3.09 98.7% 9.88
ATR 4.16 4.31 0.15 3.5% 0.00
Volume 83,367 183,802 100,435 120.5% 184,332
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.01 63.92 50.81
R3 61.79 57.70 49.10
R2 55.57 55.57 48.53
R1 51.48 51.48 47.96 50.42
PP 49.35 49.35 49.35 48.82
S1 45.26 45.26 46.82 44.20
S2 43.13 43.13 46.25
S3 36.91 39.04 45.68
S4 30.69 32.82 43.97
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 54.74 40.89 13.85 29.2% 5.49 11.6% 47% False False 89,973
10 54.74 38.00 16.74 35.3% 4.40 9.3% 56% False False 63,911
20 55.30 38.00 17.30 36.5% 4.19 8.9% 54% False False 60,222
40 68.06 38.00 30.06 63.4% 3.96 8.4% 31% False False 42,465
60 86.05 38.00 48.05 101.4% 4.23 8.9% 20% False False 32,443
80 111.00 38.00 73.00 154.0% 4.48 9.4% 13% False False 26,116
100 123.30 38.00 85.30 180.0% 4.21 8.9% 11% False False 21,617
120 133.67 38.00 95.67 201.9% 3.87 8.2% 10% False False 18,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.88
2.618 69.72
1.618 63.50
1.000 59.66
0.618 57.28
HIGH 53.44
0.618 51.06
0.500 50.33
0.382 49.60
LOW 47.22
0.618 43.38
1.000 41.00
1.618 37.16
2.618 30.94
4.250 20.79
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 50.33 50.98
PP 49.35 49.78
S1 48.37 48.59

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

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