NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 45.95 45.65 -0.30 -0.7% 47.12
High 46.94 49.43 2.49 5.3% 49.43
Low 43.48 44.26 0.78 1.8% 43.19
Close 45.83 49.21 3.38 7.4% 49.21
Range 3.46 5.17 1.71 49.4% 6.24
ATR 3.61 3.72 0.11 3.1% 0.00
Volume 107,141 120,504 13,363 12.5% 429,812
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.14 61.35 52.05
R3 57.97 56.18 50.63
R2 52.80 52.80 50.16
R1 51.01 51.01 49.68 51.91
PP 47.63 47.63 47.63 48.08
S1 45.84 45.84 48.74 46.74
S2 42.46 42.46 48.26
S3 37.29 40.67 47.79
S4 32.12 35.50 46.37
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.00 63.84 52.64
R3 59.76 57.60 50.93
R2 53.52 53.52 50.35
R1 51.36 51.36 49.78 52.44
PP 47.28 47.28 47.28 47.82
S1 45.12 45.12 48.64 46.20
S2 41.04 41.04 48.07
S3 34.80 38.88 47.49
S4 28.56 32.64 45.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.43 43.19 6.24 12.7% 3.63 7.4% 96% True False 99,661
10 50.28 43.19 7.09 14.4% 3.37 6.8% 85% False False 75,883
20 56.86 39.82 17.04 34.6% 3.80 7.7% 55% False False 49,146
40 59.57 39.82 19.75 40.1% 3.66 7.4% 48% False False 34,160
60 74.05 39.82 34.23 69.6% 3.78 7.7% 27% False False 25,556
80 102.60 39.82 62.78 127.6% 3.93 8.0% 15% False False 20,399
100 112.91 39.82 73.09 148.5% 3.59 7.3% 13% False False 16,890
120 123.58 39.82 83.76 170.2% 3.11 6.3% 11% False False 14,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 71.40
2.618 62.97
1.618 57.80
1.000 54.60
0.618 52.63
HIGH 49.43
0.618 47.46
0.500 46.85
0.382 46.23
LOW 44.26
0.618 41.06
1.000 39.09
1.618 35.89
2.618 30.72
4.250 22.29
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 48.42 48.27
PP 47.63 47.33
S1 46.85 46.39

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

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