NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 50.10 49.00 -1.10 -2.2% 53.67
High 50.28 49.15 -1.13 -2.2% 56.86
Low 47.50 46.50 -1.00 -2.1% 47.50
Close 49.11 46.97 -2.14 -4.4% 49.11
Range 2.78 2.65 -0.13 -4.7% 9.36
ATR 3.90 3.81 -0.09 -2.3% 0.00
Volume 42,738 36,849 -5,889 -13.8% 171,343
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.49 53.88 48.43
R3 52.84 51.23 47.70
R2 50.19 50.19 47.46
R1 48.58 48.58 47.21 48.06
PP 47.54 47.54 47.54 47.28
S1 45.93 45.93 46.73 45.41
S2 44.89 44.89 46.48
S3 42.24 43.28 46.24
S4 39.59 40.63 45.51
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.24 73.53 54.26
R3 69.88 64.17 51.68
R2 60.52 60.52 50.83
R1 54.81 54.81 49.97 52.99
PP 51.16 51.16 51.16 50.24
S1 45.45 45.45 48.25 43.63
S2 41.80 41.80 47.39
S3 32.44 36.09 46.54
S4 23.08 26.73 43.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.86 46.50 10.36 22.1% 3.41 7.3% 5% False True 39,190
10 56.86 42.45 14.41 30.7% 4.08 8.7% 31% False False 26,909
20 56.96 39.82 17.14 36.5% 3.80 8.1% 42% False False 24,142
40 63.00 39.82 23.18 49.4% 3.65 7.8% 31% False False 19,117
60 77.63 39.82 37.81 80.5% 3.85 8.2% 19% False False 15,066
80 111.15 39.82 71.33 151.9% 3.88 8.3% 10% False False 12,272
100 123.58 39.82 83.76 178.3% 3.38 7.2% 9% False False 10,189
120 131.11 39.82 91.29 194.4% 2.89 6.1% 8% False False 8,686
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.41
2.618 56.09
1.618 53.44
1.000 51.80
0.618 50.79
HIGH 49.15
0.618 48.14
0.500 47.83
0.382 47.51
LOW 46.50
0.618 44.86
1.000 43.85
1.618 42.21
2.618 39.56
4.250 35.24
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 47.83 48.77
PP 47.54 48.17
S1 47.26 47.57

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

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