NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 52.80 47.30 -5.50 -10.4% 42.00
High 53.44 48.35 -5.09 -9.5% 50.45
Low 47.22 45.28 -1.94 -4.1% 40.57
Close 47.39 46.51 -0.88 -1.9% 50.21
Range 6.22 3.07 -3.15 -50.6% 9.88
ATR 4.31 4.22 -0.09 -2.1% 0.00
Volume 183,802 139,807 -43,995 -23.9% 184,332
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.92 54.29 48.20
R3 52.85 51.22 47.35
R2 49.78 49.78 47.07
R1 48.15 48.15 46.79 47.43
PP 46.71 46.71 46.71 46.36
S1 45.08 45.08 46.23 44.36
S2 43.64 43.64 45.95
S3 40.57 42.01 45.67
S4 37.50 38.94 44.82
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 44.77 9.97 21.4% 4.38 9.4% 17% False False 107,439
10 54.74 38.00 16.74 36.0% 4.42 9.5% 51% False False 72,744
20 55.30 38.00 17.30 37.2% 4.22 9.1% 49% False False 64,024
40 63.58 38.00 25.58 55.0% 3.90 8.4% 33% False False 45,658
60 86.05 38.00 48.05 103.3% 4.24 9.1% 18% False False 34,568
80 111.00 38.00 73.00 157.0% 4.43 9.5% 12% False False 27,820
100 123.30 38.00 85.30 183.4% 4.21 9.1% 10% False False 22,984
120 133.67 38.00 95.67 205.7% 3.88 8.3% 9% False False 19,526
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 61.40
2.618 56.39
1.618 53.32
1.000 51.42
0.618 50.25
HIGH 48.35
0.618 47.18
0.500 46.82
0.382 46.45
LOW 45.28
0.618 43.38
1.000 42.21
1.618 40.31
2.618 37.24
4.250 32.23
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 46.82 50.01
PP 46.71 48.84
S1 46.61 47.68

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

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