NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 48.97 48.45 -0.52 -1.1% 47.12
High 50.88 49.85 -1.03 -2.0% 49.43
Low 48.00 44.74 -3.26 -6.8% 43.19
Close 48.49 44.90 -3.59 -7.4% 49.21
Range 2.88 5.11 2.23 77.4% 6.24
ATR 3.66 3.76 0.10 2.8% 0.00
Volume 72,179 85,911 13,732 19.0% 429,812
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.83 58.47 47.71
R3 56.72 53.36 46.31
R2 51.61 51.61 45.84
R1 48.25 48.25 45.37 47.38
PP 46.50 46.50 46.50 46.06
S1 43.14 43.14 44.43 42.27
S2 41.39 41.39 43.96
S3 36.28 38.03 43.49
S4 31.17 32.92 42.09
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 43.35 7.53 16.8% 3.93 8.8% 21% False False 103,884
10 50.88 43.19 7.69 17.1% 3.63 8.1% 22% False False 83,733
20 56.86 42.45 14.41 32.1% 3.85 8.6% 17% False False 55,321
40 59.57 39.82 19.75 44.0% 3.67 8.2% 26% False False 37,541
60 74.05 39.82 34.23 76.2% 3.79 8.4% 15% False False 28,017
80 99.14 39.82 59.32 132.1% 3.87 8.6% 9% False False 22,283
100 112.27 39.82 72.45 161.4% 3.61 8.0% 7% False False 18,410
120 123.58 39.82 83.76 186.5% 3.17 7.1% 6% False False 15,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.57
2.618 63.23
1.618 58.12
1.000 54.96
0.618 53.01
HIGH 49.85
0.618 47.90
0.500 47.30
0.382 46.69
LOW 44.74
0.618 41.58
1.000 39.63
1.618 36.47
2.618 31.36
4.250 23.02
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 47.30 47.57
PP 46.50 46.68
S1 45.70 45.79

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

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