NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 45.40 46.06 0.66 1.5% 47.12
High 47.47 46.68 -0.79 -1.7% 49.43
Low 44.55 44.56 0.01 0.0% 43.19
Close 46.07 46.04 -0.03 -0.1% 49.21
Range 2.92 2.12 -0.80 -27.4% 6.24
ATR 3.70 3.59 -0.11 -3.1% 0.00
Volume 116,304 95,034 -21,270 -18.3% 429,812
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 52.12 51.20 47.21
R3 50.00 49.08 46.62
R2 47.88 47.88 46.43
R1 46.96 46.96 46.23 46.36
PP 45.76 45.76 45.76 45.46
S1 44.84 44.84 45.85 44.24
S2 43.64 43.64 45.65
S3 41.52 42.72 45.46
S4 39.40 40.60 44.87
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 44.26 6.62 14.4% 3.64 7.9% 27% False False 97,986
10 50.88 43.19 7.69 16.7% 3.52 7.7% 37% False False 94,601
20 56.86 43.15 13.71 29.8% 3.81 8.3% 21% False False 64,948
40 56.96 39.82 17.14 37.2% 3.58 7.8% 36% False False 42,404
60 74.05 39.82 34.23 74.3% 3.70 8.0% 18% False False 31,223
80 91.65 39.82 51.83 112.6% 3.83 8.3% 12% False False 24,838
100 111.15 39.82 71.33 154.9% 3.64 7.9% 9% False False 20,496
120 123.58 39.82 83.76 181.9% 3.21 7.0% 7% False False 17,292
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 55.69
2.618 52.23
1.618 50.11
1.000 48.80
0.618 47.99
HIGH 46.68
0.618 45.87
0.500 45.62
0.382 45.37
LOW 44.56
0.618 43.25
1.000 42.44
1.618 41.13
2.618 39.01
4.250 35.55
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 45.90 47.20
PP 45.76 46.81
S1 45.62 46.43

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

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