NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 52.05 51.13 -0.92 -1.8% 55.00
High 52.27 51.35 -0.92 -1.8% 58.31
Low 49.79 48.82 -0.97 -1.9% 49.79
Close 51.21 49.25 -1.96 -3.8% 51.21
Range 2.48 2.53 0.05 2.0% 8.52
ATR 3.52 3.45 -0.07 -2.0% 0.00
Volume 23,457 21,323 -2,134 -9.1% 91,809
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.40 55.85 50.64
R3 54.87 53.32 49.95
R2 52.34 52.34 49.71
R1 50.79 50.79 49.48 50.30
PP 49.81 49.81 49.81 49.56
S1 48.26 48.26 49.02 47.77
S2 47.28 47.28 48.79
S3 44.75 45.73 48.55
S4 42.22 43.20 47.86
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 48.82 9.49 19.3% 3.08 6.3% 5% False True 21,015
10 58.31 44.08 14.23 28.9% 3.66 7.4% 36% False False 14,973
20 58.31 41.25 17.06 34.6% 3.41 6.9% 47% False False 13,310
40 63.71 41.25 22.46 45.6% 3.26 6.6% 36% False False 11,515
60 77.15 41.25 35.90 72.9% 3.28 6.7% 22% False False 9,555
80 109.58 41.25 68.33 138.7% 2.91 5.9% 12% False False 7,802
100 123.71 41.25 82.46 167.4% 2.43 4.9% 10% False False 6,554
120 127.10 41.25 85.85 174.3% 2.07 4.2% 9% False False 5,560
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.10
2.618 57.97
1.618 55.44
1.000 53.88
0.618 52.91
HIGH 51.35
0.618 50.38
0.500 50.09
0.382 49.79
LOW 48.82
0.618 47.26
1.000 46.29
1.618 44.73
2.618 42.20
4.250 38.07
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 50.09 50.79
PP 49.81 50.28
S1 49.53 49.76

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

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