NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 47.21 45.66 -1.55 -3.3% 50.63
High 47.40 46.20 -1.20 -2.5% 54.74
Low 44.41 43.25 -1.16 -2.6% 44.41
Close 46.07 43.65 -2.42 -5.3% 46.07
Range 2.99 2.95 -0.04 -1.3% 10.33
ATR 4.13 4.05 -0.08 -2.0% 0.00
Volume 175,043 173,204 -1,839 -1.1% 636,458
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.22 51.38 45.27
R3 50.27 48.43 44.46
R2 47.32 47.32 44.19
R1 45.48 45.48 43.92 44.93
PP 44.37 44.37 44.37 44.09
S1 42.53 42.53 43.38 41.98
S2 41.42 41.42 43.11
S3 38.47 39.58 42.84
S4 35.52 36.63 42.03
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 43.25 11.49 26.3% 3.67 8.4% 3% False True 151,044
10 54.74 40.57 14.17 32.5% 4.31 9.9% 22% False False 99,399
20 55.30 38.00 17.30 39.6% 4.02 9.2% 33% False False 75,359
40 61.86 38.00 23.86 54.7% 3.89 8.9% 24% False False 53,681
60 77.08 38.00 39.08 89.5% 4.15 9.5% 14% False False 40,117
80 111.00 38.00 73.00 167.2% 4.40 10.1% 8% False False 32,028
100 123.30 38.00 85.30 195.4% 4.22 9.7% 7% False False 26,434
120 130.50 38.00 92.50 211.9% 3.91 9.0% 6% False False 22,399
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.10
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.74
2.618 53.92
1.618 50.97
1.000 49.15
0.618 48.02
HIGH 46.20
0.618 45.07
0.500 44.73
0.382 44.38
LOW 43.25
0.618 41.43
1.000 40.30
1.618 38.48
2.618 35.53
4.250 30.71
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 44.73 45.80
PP 44.37 45.08
S1 44.01 44.37

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

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