NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 45.04 49.18 4.14 9.2% 43.40
High 51.33 52.37 1.04 2.0% 52.37
Low 43.15 46.48 3.33 7.7% 42.45
Close 50.57 52.23 1.66 3.3% 52.23
Range 8.18 5.89 -2.29 -28.0% 9.92
ATR 3.89 4.03 0.14 3.7% 0.00
Volume 17,603 24,491 6,888 39.1% 60,902
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.03 66.02 55.47
R3 62.14 60.13 53.85
R2 56.25 56.25 53.31
R1 54.24 54.24 52.77 55.25
PP 50.36 50.36 50.36 50.86
S1 48.35 48.35 51.69 49.36
S2 44.47 44.47 51.15
S3 38.58 42.46 50.61
S4 32.69 36.57 48.99
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.78 75.42 57.69
R3 68.86 65.50 54.96
R2 58.94 58.94 54.05
R1 55.58 55.58 53.14 57.26
PP 49.02 49.02 49.02 49.86
S1 45.66 45.66 51.32 47.34
S2 39.10 39.10 50.41
S3 29.18 35.74 49.50
S4 19.26 25.82 46.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.37 40.18 12.19 23.3% 4.49 8.6% 99% True False 14,995
10 52.37 39.82 12.55 24.0% 3.88 7.4% 99% True False 19,455
20 56.96 39.82 17.14 32.8% 3.83 7.3% 72% False False 20,849
40 72.78 39.82 32.96 63.1% 3.68 7.0% 38% False False 15,059
60 89.50 39.82 49.68 95.1% 3.95 7.6% 25% False False 12,065
80 111.15 39.82 71.33 136.6% 3.77 7.2% 17% False False 9,829
100 123.58 39.82 83.76 160.4% 3.21 6.2% 15% False False 8,159
120 141.00 39.82 101.18 193.7% 2.73 5.2% 12% False False 6,982
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.40
2.618 67.79
1.618 61.90
1.000 58.26
0.618 56.01
HIGH 52.37
0.618 50.12
0.500 49.43
0.382 48.73
LOW 46.48
0.618 42.84
1.000 40.59
1.618 36.95
2.618 31.06
4.250 21.45
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 51.30 50.74
PP 50.36 49.25
S1 49.43 47.76

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

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