NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 49.00 47.19 -1.81 -3.7% 53.67
High 49.15 49.17 0.02 0.0% 56.86
Low 46.50 45.88 -0.62 -1.3% 47.50
Close 46.97 48.37 1.40 3.0% 49.11
Range 2.65 3.29 0.64 24.2% 9.36
ATR 3.81 3.77 -0.04 -1.0% 0.00
Volume 36,849 47,894 11,045 30.0% 171,343
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.68 56.31 50.18
R3 54.39 53.02 49.27
R2 51.10 51.10 48.97
R1 49.73 49.73 48.67 50.42
PP 47.81 47.81 47.81 48.15
S1 46.44 46.44 48.07 47.13
S2 44.52 44.52 47.77
S3 41.23 43.15 47.47
S4 37.94 39.86 46.56
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 55.58 45.88 9.70 20.1% 3.43 7.1% 26% False True 43,004
10 56.86 43.15 13.71 28.3% 4.01 8.3% 38% False False 31,294
20 56.96 39.82 17.14 35.4% 3.78 7.8% 50% False False 25,267
40 62.61 39.82 22.79 47.1% 3.62 7.5% 38% False False 20,174
60 77.63 39.82 37.81 78.2% 3.82 7.9% 23% False False 15,794
80 111.15 39.82 71.33 147.5% 3.89 8.0% 12% False False 12,832
100 123.58 39.82 83.76 173.2% 3.41 7.1% 10% False False 10,653
120 127.03 39.82 87.21 180.3% 2.92 6.0% 10% False False 9,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.15
2.618 57.78
1.618 54.49
1.000 52.46
0.618 51.20
HIGH 49.17
0.618 47.91
0.500 47.53
0.382 47.14
LOW 45.88
0.618 43.85
1.000 42.59
1.618 40.56
2.618 37.27
4.250 31.90
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 48.09 48.27
PP 47.81 48.18
S1 47.53 48.08

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

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