NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 47.90 55.00 7.10 14.8% 44.58
High 53.77 56.17 2.40 4.5% 53.77
Low 47.90 52.66 4.76 9.9% 44.08
Close 53.64 56.07 2.43 4.5% 53.64
Range 5.87 3.51 -2.36 -40.2% 9.69
ATR 3.64 3.63 -0.01 -0.3% 0.00
Volume 15,909 8,055 -7,854 -49.4% 36,603
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.50 64.29 58.00
R3 61.99 60.78 57.04
R2 58.48 58.48 56.71
R1 57.27 57.27 56.39 57.88
PP 54.97 54.97 54.97 55.27
S1 53.76 53.76 55.75 54.37
S2 51.46 51.46 55.43
S3 47.95 50.25 55.10
S4 44.44 46.74 54.14
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.57 76.29 58.97
R3 69.88 66.60 56.30
R2 60.19 60.19 55.42
R1 56.91 56.91 54.53 58.55
PP 50.50 50.50 50.50 51.32
S1 47.22 47.22 52.75 48.86
S2 40.81 40.81 51.86
S3 31.12 37.53 50.98
S4 21.43 27.84 48.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.17 44.08 12.09 21.6% 4.23 7.5% 99% True False 8,931
10 56.17 41.25 14.92 26.6% 3.55 6.3% 99% True False 9,302
20 57.89 41.25 16.64 29.7% 3.44 6.1% 89% False False 11,899
40 69.72 41.25 28.47 50.8% 3.33 5.9% 52% False False 9,756
60 89.02 41.25 47.77 85.2% 3.25 5.8% 31% False False 8,100
80 109.58 41.25 68.33 121.9% 2.80 5.0% 22% False False 6,587
100 123.71 41.25 82.46 147.1% 2.29 4.1% 18% False False 5,526
120 137.24 41.25 95.99 171.2% 1.97 3.5% 15% False False 4,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.09
2.618 65.36
1.618 61.85
1.000 59.68
0.618 58.34
HIGH 56.17
0.618 54.83
0.500 54.42
0.382 54.00
LOW 52.66
0.618 50.49
1.000 49.15
1.618 46.98
2.618 43.47
4.250 37.74
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 55.52 54.26
PP 54.97 52.45
S1 54.42 50.65

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

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