NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 44.21 43.26 -0.95 -2.1% 40.90
High 45.10 47.00 1.90 4.2% 47.00
Low 40.41 41.40 0.99 2.4% 39.11
Close 43.67 46.47 2.80 6.4% 46.47
Range 4.69 5.60 0.91 19.4% 7.89
ATR 4.00 4.12 0.11 2.8% 0.00
Volume 276,261 317,569 41,308 15.0% 1,207,382
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.76 59.71 49.55
R3 56.16 54.11 48.01
R2 50.56 50.56 47.50
R1 48.51 48.51 46.98 49.54
PP 44.96 44.96 44.96 45.47
S1 42.91 42.91 45.96 43.94
S2 39.36 39.36 45.44
S3 33.76 37.31 44.93
S4 28.16 31.71 43.39
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.86 65.06 50.81
R3 59.97 57.17 48.64
R2 52.08 52.08 47.92
R1 49.28 49.28 47.19 50.68
PP 44.19 44.19 44.19 44.90
S1 41.39 41.39 45.75 42.79
S2 36.30 36.30 45.02
S3 28.41 33.50 44.30
S4 20.52 25.61 42.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.00 39.11 7.89 17.0% 4.32 9.3% 93% True False 295,997
10 47.40 39.11 8.29 17.8% 3.87 8.3% 89% False False 250,499
20 54.74 38.00 16.74 36.0% 4.14 8.9% 51% False False 161,621
40 58.48 38.00 20.48 44.1% 3.97 8.6% 41% False False 103,360
60 73.54 38.00 35.54 76.5% 4.09 8.8% 24% False False 74,482
80 102.30 38.00 64.30 138.4% 4.27 9.2% 13% False False 58,245
100 115.30 38.00 77.30 166.3% 4.31 9.3% 11% False False 47,785
120 125.50 38.00 87.50 188.3% 4.02 8.6% 10% False False 40,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 70.80
2.618 61.66
1.618 56.06
1.000 52.60
0.618 50.46
HIGH 47.00
0.618 44.86
0.500 44.20
0.382 43.54
LOW 41.40
0.618 37.94
1.000 35.80
1.618 32.34
2.618 26.74
4.250 17.60
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 45.71 45.52
PP 44.96 44.57
S1 44.20 43.62

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

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