NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 47.30 47.21 -0.09 -0.2% 50.63
High 48.35 47.40 -0.95 -2.0% 54.74
Low 45.28 44.41 -0.87 -1.9% 44.41
Close 46.51 46.07 -0.44 -0.9% 46.07
Range 3.07 2.99 -0.08 -2.6% 10.33
ATR 4.22 4.13 -0.09 -2.1% 0.00
Volume 139,807 175,043 35,236 25.2% 636,458
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.93 53.49 47.71
R3 51.94 50.50 46.89
R2 48.95 48.95 46.62
R1 47.51 47.51 46.34 46.74
PP 45.96 45.96 45.96 45.57
S1 44.52 44.52 45.80 43.75
S2 42.97 42.97 45.52
S3 39.98 41.53 45.25
S4 36.99 38.54 44.43
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.40 73.06 51.75
R3 69.07 62.73 48.91
R2 58.74 58.74 47.96
R1 52.40 52.40 47.02 50.41
PP 48.41 48.41 48.41 47.41
S1 42.07 42.07 45.12 40.08
S2 38.08 38.08 44.18
S3 27.75 31.74 43.23
S4 17.42 21.41 40.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.74 44.41 10.33 22.4% 3.84 8.3% 16% False True 127,291
10 54.74 38.41 16.33 35.4% 4.26 9.2% 47% False False 85,242
20 55.30 38.00 17.30 37.6% 4.17 9.1% 47% False False 70,433
40 62.21 38.00 24.21 52.6% 3.91 8.5% 33% False False 49,603
60 80.40 38.00 42.40 92.0% 4.19 9.1% 19% False False 37,369
80 111.00 38.00 73.00 158.5% 4.43 9.6% 11% False False 29,936
100 123.30 38.00 85.30 185.2% 4.22 9.2% 9% False False 24,715
120 132.00 38.00 94.00 204.0% 3.91 8.5% 9% False False 20,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 60.11
2.618 55.23
1.618 52.24
1.000 50.39
0.618 49.25
HIGH 47.40
0.618 46.26
0.500 45.91
0.382 45.55
LOW 44.41
0.618 42.56
1.000 41.42
1.618 39.57
2.618 36.58
4.250 31.70
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 46.02 48.93
PP 45.96 47.97
S1 45.91 47.02

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

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