NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 56.47 51.85 -4.62 -8.2% 44.58
High 56.93 52.76 -4.17 -7.3% 53.77
Low 51.87 50.29 -1.58 -3.0% 44.08
Close 51.95 51.43 -0.52 -1.0% 53.64
Range 5.06 2.47 -2.59 -51.2% 9.69
ATR 3.68 3.60 -0.09 -2.4% 0.00
Volume 17,981 25,536 7,555 42.0% 36,603
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.90 57.64 52.79
R3 56.43 55.17 52.11
R2 53.96 53.96 51.88
R1 52.70 52.70 51.66 52.10
PP 51.49 51.49 51.49 51.19
S1 50.23 50.23 51.20 49.63
S2 49.02 49.02 50.98
S3 46.55 47.76 50.75
S4 44.08 45.29 50.07
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 47.90 10.41 20.2% 3.96 7.7% 34% False False 16,852
10 58.31 41.25 17.06 33.2% 3.79 7.4% 60% False False 12,185
20 58.31 41.25 17.06 33.2% 3.57 6.9% 60% False False 12,483
40 65.96 41.25 24.71 48.0% 3.30 6.4% 41% False False 10,695
60 86.05 41.25 44.80 87.1% 3.32 6.5% 23% False False 8,919
80 109.58 41.25 68.33 132.9% 2.90 5.6% 15% False False 7,298
100 123.71 41.25 82.46 160.3% 2.38 4.6% 12% False False 6,113
120 133.68 41.25 92.43 179.7% 2.03 3.9% 11% False False 5,203
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.26
2.618 59.23
1.618 56.76
1.000 55.23
0.618 54.29
HIGH 52.76
0.618 51.82
0.500 51.53
0.382 51.23
LOW 50.29
0.618 48.76
1.000 47.82
1.618 46.29
2.618 43.82
4.250 39.79
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 51.53 54.30
PP 51.49 53.34
S1 51.46 52.39

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

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