NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 41.99 42.22 0.23 0.5% 40.90
High 43.60 42.32 -1.28 -2.9% 47.00
Low 40.60 40.18 -0.42 -1.0% 39.11
Close 42.16 41.44 -0.72 -1.7% 46.47
Range 3.00 2.14 -0.86 -28.7% 7.89
ATR 4.12 3.98 -0.14 -3.4% 0.00
Volume 308,439 291,416 -17,023 -5.5% 1,207,382
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 47.73 46.73 42.62
R3 45.59 44.59 42.03
R2 43.45 43.45 41.83
R1 42.45 42.45 41.64 41.88
PP 41.31 41.31 41.31 41.03
S1 40.31 40.31 41.24 39.74
S2 39.17 39.17 41.05
S3 37.03 38.17 40.85
S4 34.89 36.03 40.26
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 40.18 8.41 20.3% 4.03 9.7% 15% False True 292,935
10 48.59 39.11 9.48 22.9% 4.05 9.8% 25% False False 288,638
20 54.74 39.11 15.63 37.7% 4.19 10.1% 15% False False 212,088
40 55.30 38.00 17.30 41.7% 3.89 9.4% 20% False False 129,798
60 73.54 38.00 35.54 85.8% 4.01 9.7% 10% False False 92,662
80 91.35 38.00 53.35 128.7% 4.17 10.1% 6% False False 72,216
100 111.00 38.00 73.00 176.2% 4.31 10.4% 5% False False 59,094
120 123.30 38.00 85.30 205.8% 4.07 9.8% 4% False False 49,692
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 51.42
2.618 47.92
1.618 45.78
1.000 44.46
0.618 43.64
HIGH 42.32
0.618 41.50
0.500 41.25
0.382 41.00
LOW 40.18
0.618 38.86
1.000 38.04
1.618 36.72
2.618 34.58
4.250 31.09
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 41.38 43.84
PP 41.31 43.04
S1 41.25 42.24

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

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