NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 51.85 52.05 0.20 0.4% 55.00
High 52.76 52.27 -0.49 -0.9% 58.31
Low 50.29 49.79 -0.50 -1.0% 49.79
Close 51.43 51.21 -0.22 -0.4% 51.21
Range 2.47 2.48 0.01 0.4% 8.52
ATR 3.60 3.52 -0.08 -2.2% 0.00
Volume 25,536 23,457 -2,079 -8.1% 91,809
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.53 57.35 52.57
R3 56.05 54.87 51.89
R2 53.57 53.57 51.66
R1 52.39 52.39 51.44 51.74
PP 51.09 51.09 51.09 50.77
S1 49.91 49.91 50.98 49.26
S2 48.61 48.61 50.76
S3 46.13 47.43 50.53
S4 43.65 44.95 49.85
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.66 73.46 55.90
R3 70.14 64.94 53.55
R2 61.62 61.62 52.77
R1 56.42 56.42 51.99 54.76
PP 53.10 53.10 53.10 52.28
S1 47.90 47.90 50.43 46.24
S2 44.58 44.58 49.65
S3 36.06 39.38 48.87
S4 27.54 30.86 46.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.31 49.79 8.52 16.6% 3.28 6.4% 17% False True 18,361
10 58.31 41.80 16.51 32.2% 3.60 7.0% 57% False False 13,459
20 58.31 41.25 17.06 33.3% 3.56 7.0% 58% False False 13,167
40 64.10 41.25 22.85 44.6% 3.29 6.4% 44% False False 11,102
60 80.05 41.25 38.80 75.8% 3.28 6.4% 26% False False 9,244
80 109.58 41.25 68.33 133.4% 2.93 5.7% 15% False False 7,570
100 123.71 41.25 82.46 161.0% 2.40 4.7% 12% False False 6,344
120 131.00 41.25 89.75 175.3% 2.05 4.0% 11% False False 5,387
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.81
2.618 58.76
1.618 56.28
1.000 54.75
0.618 53.80
HIGH 52.27
0.618 51.32
0.500 51.03
0.382 50.74
LOW 49.79
0.618 48.26
1.000 47.31
1.618 45.78
2.618 43.30
4.250 39.25
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 51.15 53.36
PP 51.09 52.64
S1 51.03 51.93

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

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