NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 55.00 56.02 1.02 1.9% 44.58
High 56.17 58.31 2.14 3.8% 53.77
Low 52.66 55.43 2.77 5.3% 44.08
Close 56.07 56.79 0.72 1.3% 53.64
Range 3.51 2.88 -0.63 -17.9% 9.69
ATR 3.63 3.58 -0.05 -1.5% 0.00
Volume 8,055 16,780 8,725 108.3% 36,603
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.48 64.02 58.37
R3 62.60 61.14 57.58
R2 59.72 59.72 57.32
R1 58.26 58.26 57.05 58.99
PP 56.84 56.84 56.84 57.21
S1 55.38 55.38 56.53 56.11
S2 53.96 53.96 56.26
S3 51.08 52.50 56.00
S4 48.20 49.62 55.21
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 58.31 44.98 13.33 23.5% 4.25 7.5% 89% True False 11,905
10 58.31 41.25 17.06 30.0% 3.64 6.4% 91% True False 9,448
20 58.31 41.25 17.06 30.0% 3.46 6.1% 91% True False 11,917
40 69.72 41.25 28.47 50.1% 3.29 5.8% 55% False False 9,916
60 86.05 41.25 44.80 78.9% 3.27 5.8% 35% False False 8,312
80 109.58 41.25 68.33 120.3% 2.84 5.0% 23% False False 6,783
100 123.71 41.25 82.46 145.2% 2.31 4.1% 19% False False 5,687
120 137.24 41.25 95.99 169.0% 1.99 3.5% 16% False False 4,864
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.55
2.618 65.85
1.618 62.97
1.000 61.19
0.618 60.09
HIGH 58.31
0.618 57.21
0.500 56.87
0.382 56.53
LOW 55.43
0.618 53.65
1.000 52.55
1.618 50.77
2.618 47.89
4.250 43.19
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 56.87 55.56
PP 56.84 54.33
S1 56.82 53.11

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

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