NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 54.46 55.12 0.66 1.2% 43.40
High 56.86 55.58 -1.28 -2.3% 52.37
Low 53.67 49.96 -3.71 -6.9% 42.45
Close 55.34 50.06 -5.28 -9.5% 52.23
Range 3.19 5.62 2.43 76.2% 9.92
ATR 3.96 4.07 0.12 3.0% 0.00
Volume 28,822 35,142 6,320 21.9% 60,902
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.73 65.01 53.15
R3 63.11 59.39 51.61
R2 57.49 57.49 51.09
R1 53.77 53.77 50.58 52.82
PP 51.87 51.87 51.87 51.39
S1 48.15 48.15 49.54 47.20
S2 46.25 46.25 49.03
S3 40.63 42.53 48.51
S4 35.01 36.91 46.97
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 56.86 43.15 13.71 27.4% 5.33 10.6% 50% False False 23,659
10 56.86 39.82 17.04 34.0% 4.21 8.4% 60% False False 19,195
20 56.96 39.82 17.14 34.2% 3.96 7.9% 60% False False 21,292
40 68.86 39.82 29.04 58.0% 3.73 7.4% 35% False False 16,236
60 86.45 39.82 46.63 93.1% 3.92 7.8% 22% False False 13,083
80 111.15 39.82 71.33 142.5% 3.88 7.7% 14% False False 10,690
100 123.58 39.82 83.76 167.3% 3.32 6.6% 12% False False 8,892
120 133.73 39.82 93.91 187.6% 2.84 5.7% 11% False False 7,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.97
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.47
2.618 70.29
1.618 64.67
1.000 61.20
0.618 59.05
HIGH 55.58
0.618 53.43
0.500 52.77
0.382 52.11
LOW 49.96
0.618 46.49
1.000 44.34
1.618 40.87
2.618 35.25
4.250 26.08
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 52.77 53.41
PP 51.87 52.29
S1 50.96 51.18

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

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