NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 45.66 43.55 -2.11 -4.6% 50.63
High 46.20 45.77 -0.43 -0.9% 54.74
Low 43.25 42.42 -0.83 -1.9% 44.41
Close 43.65 44.77 1.12 2.6% 46.07
Range 2.95 3.35 0.40 13.6% 10.33
ATR 4.05 4.00 -0.05 -1.2% 0.00
Volume 173,204 174,619 1,415 0.8% 636,458
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.37 52.92 46.61
R3 51.02 49.57 45.69
R2 47.67 47.67 45.38
R1 46.22 46.22 45.08 46.95
PP 44.32 44.32 44.32 44.68
S1 42.87 42.87 44.46 43.60
S2 40.97 40.97 44.16
S3 37.62 39.52 43.85
S4 34.27 36.17 42.93
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 53.44 42.42 11.02 24.6% 3.72 8.3% 21% False True 169,295
10 54.74 40.89 13.85 30.9% 4.20 9.4% 28% False False 115,570
20 55.30 38.00 17.30 38.6% 4.00 8.9% 39% False False 80,950
40 61.28 38.00 23.28 52.0% 3.86 8.6% 29% False False 57,716
60 77.08 38.00 39.08 87.3% 4.13 9.2% 17% False False 42,892
80 111.00 38.00 73.00 163.1% 4.38 9.8% 9% False False 34,106
100 123.30 38.00 85.30 190.5% 4.22 9.4% 8% False False 28,164
120 128.22 38.00 90.22 201.5% 3.91 8.7% 8% False False 23,839
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.01
2.618 54.54
1.618 51.19
1.000 49.12
0.618 47.84
HIGH 45.77
0.618 44.49
0.500 44.10
0.382 43.70
LOW 42.42
0.618 40.35
1.000 39.07
1.618 37.00
2.618 33.65
4.250 28.18
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 44.55 44.91
PP 44.32 44.86
S1 44.10 44.82

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

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