NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 43.26 46.05 2.79 6.4% 40.90
High 47.00 48.59 1.59 3.4% 47.00
Low 41.40 45.25 3.85 9.3% 39.11
Close 46.47 45.73 -0.74 -1.6% 46.47
Range 5.60 3.34 -2.26 -40.4% 7.89
ATR 4.12 4.06 -0.06 -1.4% 0.00
Volume 317,569 269,756 -47,813 -15.1% 1,207,382
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.54 54.48 47.57
R3 53.20 51.14 46.65
R2 49.86 49.86 46.34
R1 47.80 47.80 46.04 47.16
PP 46.52 46.52 46.52 46.21
S1 44.46 44.46 45.42 43.82
S2 43.18 43.18 45.12
S3 39.84 41.12 44.81
S4 36.50 37.78 43.89
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 48.59 39.11 9.48 20.7% 4.50 9.8% 70% True False 295,427
10 48.59 39.11 9.48 20.7% 3.90 8.5% 70% True False 259,970
20 54.74 38.41 16.33 35.7% 4.08 8.9% 45% False False 172,606
40 58.48 38.00 20.48 44.8% 3.97 8.7% 38% False False 109,424
60 73.54 38.00 35.54 77.7% 4.09 8.9% 22% False False 78,799
80 102.30 38.00 64.30 140.6% 4.23 9.3% 12% False False 61,530
100 112.40 38.00 74.40 162.7% 4.28 9.3% 10% False False 50,465
120 123.30 38.00 85.30 186.5% 4.02 8.8% 9% False False 42,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 1.04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.79
2.618 57.33
1.618 53.99
1.000 51.93
0.618 50.65
HIGH 48.59
0.618 47.31
0.500 46.92
0.382 46.53
LOW 45.25
0.618 43.19
1.000 41.91
1.618 39.85
2.618 36.51
4.250 31.06
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 46.92 45.32
PP 46.52 44.91
S1 46.13 44.50

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

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