NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 46.05 45.65 -0.40 -0.9% 40.90
High 48.59 47.49 -1.10 -2.3% 47.00
Low 45.25 41.41 -3.84 -8.5% 39.11
Close 45.73 41.58 -4.15 -9.1% 46.47
Range 3.34 6.08 2.74 82.0% 7.89
ATR 4.06 4.21 0.14 3.5% 0.00
Volume 269,756 277,496 7,740 2.9% 1,207,382
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.73 57.74 44.92
R3 55.65 51.66 43.25
R2 49.57 49.57 42.69
R1 45.58 45.58 42.14 44.54
PP 43.49 43.49 43.49 42.97
S1 39.50 39.50 41.02 38.46
S2 37.41 37.41 40.47
S3 31.33 33.42 39.91
S4 25.25 27.34 38.24
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 40.24 8.35 20.1% 4.78 11.5% 16% False False 299,157
10 48.59 39.11 9.48 22.8% 4.21 10.1% 26% False False 270,399
20 54.74 39.11 15.63 37.6% 4.26 10.2% 16% False False 184,899
40 58.48 38.00 20.48 49.3% 4.01 9.6% 17% False False 115,792
60 73.54 38.00 35.54 85.5% 4.10 9.9% 10% False False 83,174
80 99.29 38.00 61.29 147.4% 4.23 10.2% 6% False False 64,906
100 112.40 38.00 74.40 178.9% 4.32 10.4% 5% False False 53,168
120 123.30 38.00 85.30 205.1% 4.05 9.7% 4% False False 44,739
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 1.17
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 73.33
2.618 63.41
1.618 57.33
1.000 53.57
0.618 51.25
HIGH 47.49
0.618 45.17
0.500 44.45
0.382 43.73
LOW 41.41
0.618 37.65
1.000 35.33
1.618 31.57
2.618 25.49
4.250 15.57
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 44.45 45.00
PP 43.49 43.86
S1 42.54 42.72

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

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