NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 45.65 41.99 -3.66 -8.0% 40.90
High 47.49 43.60 -3.89 -8.2% 47.00
Low 41.41 40.60 -0.81 -2.0% 39.11
Close 41.58 42.16 0.58 1.4% 46.47
Range 6.08 3.00 -3.08 -50.7% 7.89
ATR 4.21 4.12 -0.09 -2.0% 0.00
Volume 277,496 308,439 30,943 11.2% 1,207,382
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 51.12 49.64 43.81
R3 48.12 46.64 42.99
R2 45.12 45.12 42.71
R1 43.64 43.64 42.44 44.38
PP 42.12 42.12 42.12 42.49
S1 40.64 40.64 41.89 41.38
S2 39.12 39.12 41.61
S3 36.12 37.64 41.34
S4 33.12 34.64 40.51
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 40.41 8.18 19.4% 4.54 10.8% 21% False False 289,904
10 48.59 39.11 9.48 22.5% 4.18 9.9% 32% False False 283,781
20 54.74 39.11 15.63 37.1% 4.19 9.9% 20% False False 199,676
40 56.66 38.00 18.66 44.3% 3.97 9.4% 22% False False 122,832
60 73.54 38.00 35.54 84.3% 4.06 9.6% 12% False False 88,072
80 95.20 38.00 57.20 135.7% 4.19 9.9% 7% False False 68,688
100 111.00 38.00 73.00 173.1% 4.32 10.2% 6% False False 56,209
120 123.30 38.00 85.30 202.3% 4.06 9.6% 5% False False 47,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 56.35
2.618 51.45
1.618 48.45
1.000 46.60
0.618 45.45
HIGH 43.60
0.618 42.45
0.500 42.10
0.382 41.75
LOW 40.60
0.618 38.75
1.000 37.60
1.618 35.75
2.618 32.75
4.250 27.85
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 42.14 44.60
PP 42.12 43.78
S1 42.10 42.97

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

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