NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 56.02 56.47 0.45 0.8% 44.58
High 58.31 56.93 -1.38 -2.4% 53.77
Low 55.43 51.87 -3.56 -6.4% 44.08
Close 56.79 51.95 -4.84 -8.5% 53.64
Range 2.88 5.06 2.18 75.7% 9.69
ATR 3.58 3.68 0.11 3.0% 0.00
Volume 16,780 17,981 1,201 7.2% 36,603
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.76 65.42 54.73
R3 63.70 60.36 53.34
R2 58.64 58.64 52.88
R1 55.30 55.30 52.41 54.44
PP 53.58 53.58 53.58 53.16
S1 50.24 50.24 51.49 49.38
S2 48.52 48.52 51.02
S3 43.46 45.18 50.56
S4 38.40 40.12 49.17
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 45.12 13.19 25.4% 4.96 9.5% 52% False False 13,937
10 58.31 41.25 17.06 32.8% 3.81 7.3% 63% False False 10,400
20 58.31 41.25 17.06 32.8% 3.56 6.9% 63% False False 11,967
40 69.72 41.25 28.47 54.8% 3.37 6.5% 38% False False 10,192
60 86.05 41.25 44.80 86.2% 3.31 6.4% 24% False False 8,575
80 109.58 41.25 68.33 131.5% 2.90 5.6% 16% False False 6,993
100 123.71 41.25 82.46 158.7% 2.36 4.5% 13% False False 5,862
120 133.68 41.25 92.43 177.9% 2.01 3.9% 12% False False 5,001
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.44
2.618 70.18
1.618 65.12
1.000 61.99
0.618 60.06
HIGH 56.93
0.618 55.00
0.500 54.40
0.382 53.80
LOW 51.87
0.618 48.74
1.000 46.81
1.618 43.68
2.618 38.62
4.250 30.37
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 54.40 55.09
PP 53.58 54.04
S1 52.77 53.00

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

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