NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 47.19 48.40 1.21 2.6% 53.67
High 49.17 49.37 0.20 0.4% 56.86
Low 45.88 46.60 0.72 1.6% 47.50
Close 48.37 48.28 -0.09 -0.2% 49.11
Range 3.29 2.77 -0.52 -15.8% 9.36
ATR 3.77 3.70 -0.07 -1.9% 0.00
Volume 47,894 54,767 6,873 14.4% 171,343
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.39 55.11 49.80
R3 53.62 52.34 49.04
R2 50.85 50.85 48.79
R1 49.57 49.57 48.53 48.83
PP 48.08 48.08 48.08 47.71
S1 46.80 46.80 48.03 46.06
S2 45.31 45.31 47.77
S3 42.54 44.03 47.52
S4 39.77 41.26 46.76
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 51.04 45.88 5.16 10.7% 2.86 5.9% 47% False False 46,929
10 56.86 43.15 13.71 28.4% 4.10 8.5% 37% False False 35,294
20 56.86 39.82 17.04 35.3% 3.66 7.6% 50% False False 27,009
40 61.77 39.82 21.95 45.5% 3.62 7.5% 39% False False 21,375
60 77.63 39.82 37.81 78.3% 3.81 7.9% 22% False False 16,552
80 111.15 39.82 71.33 147.7% 3.87 8.0% 12% False False 13,488
100 121.19 39.82 81.37 168.5% 3.44 7.1% 10% False False 11,185
120 126.96 39.82 87.14 180.5% 2.94 6.1% 10% False False 9,522
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.14
2.618 56.62
1.618 53.85
1.000 52.14
0.618 51.08
HIGH 49.37
0.618 48.31
0.500 47.99
0.382 47.66
LOW 46.60
0.618 44.89
1.000 43.83
1.618 42.12
2.618 39.35
4.250 34.83
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 48.18 48.06
PP 48.08 47.84
S1 47.99 47.63

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

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