NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 48.51 47.64 -0.87 -1.8% 49.00
High 49.48 49.12 -0.36 -0.7% 49.48
Low 45.43 46.55 1.12 2.5% 45.43
Close 48.11 47.02 -1.09 -2.3% 47.02
Range 4.05 2.57 -1.48 -36.5% 4.05
ATR 3.73 3.64 -0.08 -2.2% 0.00
Volume 78,281 68,493 -9,788 -12.5% 286,284
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.27 53.72 48.43
R3 52.70 51.15 47.73
R2 50.13 50.13 47.49
R1 48.58 48.58 47.26 48.07
PP 47.56 47.56 47.56 47.31
S1 46.01 46.01 46.78 45.50
S2 44.99 44.99 46.55
S3 42.42 43.44 46.31
S4 39.85 40.87 45.61
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.46 57.29 49.25
R3 55.41 53.24 48.13
R2 51.36 51.36 47.76
R1 49.19 49.19 47.39 48.25
PP 47.31 47.31 47.31 46.84
S1 45.14 45.14 46.65 44.20
S2 43.26 43.26 46.28
S3 39.21 41.09 45.91
S4 35.16 37.04 44.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.48 45.43 4.05 8.6% 3.07 6.5% 39% False False 57,256
10 56.86 45.43 11.43 24.3% 3.35 7.1% 14% False False 45,762
20 56.86 39.82 17.04 36.2% 3.61 7.7% 42% False False 32,608
40 59.57 39.82 19.75 42.0% 3.64 7.7% 36% False False 24,676
60 74.05 39.82 34.23 72.8% 3.78 8.0% 21% False False 18,865
80 106.70 39.82 66.88 142.2% 3.85 8.2% 11% False False 15,191
100 120.30 39.82 80.48 171.2% 3.50 7.4% 9% False False 12,633
120 126.60 39.82 86.78 184.6% 2.98 6.3% 8% False False 10,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 60.04
2.618 55.85
1.618 53.28
1.000 51.69
0.618 50.71
HIGH 49.12
0.618 48.14
0.500 47.84
0.382 47.53
LOW 46.55
0.618 44.96
1.000 43.98
1.618 42.39
2.618 39.82
4.250 35.63
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 47.84 47.46
PP 47.56 47.31
S1 47.29 47.17

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

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