NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 48.40 48.51 0.11 0.2% 53.67
High 49.37 49.48 0.11 0.2% 56.86
Low 46.60 45.43 -1.17 -2.5% 47.50
Close 48.28 48.11 -0.17 -0.4% 49.11
Range 2.77 4.05 1.28 46.2% 9.36
ATR 3.70 3.73 0.02 0.7% 0.00
Volume 54,767 78,281 23,514 42.9% 171,343
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.82 58.02 50.34
R3 55.77 53.97 49.22
R2 51.72 51.72 48.85
R1 49.92 49.92 48.48 48.80
PP 47.67 47.67 47.67 47.11
S1 45.87 45.87 47.74 44.75
S2 43.62 43.62 47.37
S3 39.57 41.82 47.00
S4 35.52 37.77 45.88
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 50.28 45.43 4.85 10.1% 3.11 6.5% 55% False True 52,105
10 56.86 45.43 11.43 23.8% 3.68 7.7% 23% False True 41,362
20 56.86 39.82 17.04 35.4% 3.70 7.7% 49% False False 30,148
40 59.57 39.82 19.75 41.1% 3.62 7.5% 42% False False 23,107
60 77.63 39.82 37.81 78.6% 3.82 7.9% 22% False False 17,775
80 107.00 39.82 67.18 139.6% 3.86 8.0% 12% False False 14,428
100 120.30 39.82 80.48 167.3% 3.47 7.2% 10% False False 11,960
120 126.60 39.82 86.78 180.4% 2.96 6.2% 10% False False 10,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.69
2.618 60.08
1.618 56.03
1.000 53.53
0.618 51.98
HIGH 49.48
0.618 47.93
0.500 47.46
0.382 46.98
LOW 45.43
0.618 42.93
1.000 41.38
1.618 38.88
2.618 34.83
4.250 28.22
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 47.89 47.89
PP 47.67 47.67
S1 47.46 47.46

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

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