NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 45.15 44.45 -0.70 -1.6% 50.63
High 45.92 45.27 -0.65 -1.4% 54.74
Low 42.52 40.91 -1.61 -3.8% 44.41
Close 44.19 43.54 -0.65 -1.5% 46.07
Range 3.40 4.36 0.96 28.2% 10.33
ATR 3.96 3.99 0.03 0.7% 0.00
Volume 242,854 259,288 16,434 6.8% 636,458
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.32 54.29 45.94
R3 51.96 49.93 44.74
R2 47.60 47.60 44.34
R1 45.57 45.57 43.94 44.41
PP 43.24 43.24 43.24 42.66
S1 41.21 41.21 43.14 40.05
S2 38.88 38.88 42.74
S3 34.52 36.85 42.34
S4 30.16 32.49 41.14
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 47.40 40.91 6.49 14.9% 3.41 7.8% 41% False True 205,001
10 54.74 40.91 13.83 31.8% 3.89 8.9% 19% False True 156,220
20 54.74 38.00 16.74 38.4% 3.93 9.0% 33% False False 101,852
40 58.48 38.00 20.48 47.0% 3.88 8.9% 27% False False 69,275
60 77.04 38.00 39.04 89.7% 4.13 9.5% 14% False False 50,855
80 108.99 38.00 70.99 163.0% 4.31 9.9% 8% False False 40,206
100 121.38 38.00 83.38 191.5% 4.25 9.8% 7% False False 33,136
120 128.22 38.00 90.22 207.2% 3.95 9.1% 6% False False 27,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.80
2.618 56.68
1.618 52.32
1.000 49.63
0.618 47.96
HIGH 45.27
0.618 43.60
0.500 43.09
0.382 42.58
LOW 40.91
0.618 38.22
1.000 36.55
1.618 33.86
2.618 29.50
4.250 22.38
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 43.39 43.50
PP 43.24 43.46
S1 43.09 43.42

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

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