NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 45.65 48.97 3.32 7.3% 47.12
High 49.43 50.88 1.45 2.9% 49.43
Low 44.26 48.00 3.74 8.5% 43.19
Close 49.21 48.49 -0.72 -1.5% 49.21
Range 5.17 2.88 -2.29 -44.3% 6.24
ATR 3.72 3.66 -0.06 -1.6% 0.00
Volume 120,504 72,179 -48,325 -40.1% 429,812
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.76 56.01 50.07
R3 54.88 53.13 49.28
R2 52.00 52.00 49.02
R1 50.25 50.25 48.75 49.69
PP 49.12 49.12 49.12 48.84
S1 47.37 47.37 48.23 46.81
S2 46.24 46.24 47.96
S3 43.36 44.49 47.70
S4 40.48 41.61 46.91
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 50.88 43.19 7.69 15.9% 3.69 7.6% 69% True False 100,398
10 50.88 43.19 7.69 15.9% 3.38 7.0% 69% True False 78,827
20 56.86 40.18 16.68 34.4% 3.72 7.7% 50% False False 51,729
40 59.57 39.82 19.75 40.7% 3.65 7.5% 44% False False 35,728
60 74.05 39.82 34.23 70.6% 3.78 7.8% 25% False False 26,690
80 102.60 39.82 62.78 129.5% 3.89 8.0% 14% False False 21,274
100 112.27 39.82 72.45 149.4% 3.57 7.4% 12% False False 17,590
120 123.58 39.82 83.76 172.7% 3.13 6.5% 10% False False 14,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.12
2.618 58.42
1.618 55.54
1.000 53.76
0.618 52.66
HIGH 50.88
0.618 49.78
0.500 49.44
0.382 49.10
LOW 48.00
0.618 46.22
1.000 45.12
1.618 43.34
2.618 40.46
4.250 35.76
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 49.44 48.05
PP 49.12 47.62
S1 48.81 47.18

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

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