NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 51.13 49.60 -1.53 -3.0% 55.00
High 51.35 51.25 -0.10 -0.2% 58.31
Low 48.82 48.36 -0.46 -0.9% 49.79
Close 49.25 50.83 1.58 3.2% 51.21
Range 2.53 2.89 0.36 14.2% 8.52
ATR 3.45 3.41 -0.04 -1.2% 0.00
Volume 21,323 21,532 209 1.0% 91,809
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.82 57.71 52.42
R3 55.93 54.82 51.62
R2 53.04 53.04 51.36
R1 51.93 51.93 51.09 52.49
PP 50.15 50.15 50.15 50.42
S1 49.04 49.04 50.57 49.60
S2 47.26 47.26 50.30
S3 44.37 46.15 50.04
S4 41.48 43.26 49.24
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 56.93 48.36 8.57 16.9% 3.09 6.1% 29% False True 21,965
10 58.31 44.98 13.33 26.2% 3.67 7.2% 44% False False 16,935
20 58.31 41.25 17.06 33.6% 3.39 6.7% 56% False False 13,478
40 63.11 41.25 21.86 43.0% 3.23 6.3% 44% False False 11,933
60 76.16 41.25 34.91 68.7% 3.25 6.4% 27% False False 9,875
80 109.58 41.25 68.33 134.4% 2.94 5.8% 14% False False 8,030
100 123.71 41.25 82.46 162.2% 2.46 4.8% 12% False False 6,766
120 127.10 41.25 85.85 168.9% 2.10 4.1% 11% False False 5,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.53
2.618 58.82
1.618 55.93
1.000 54.14
0.618 53.04
HIGH 51.25
0.618 50.15
0.500 49.81
0.382 49.46
LOW 48.36
0.618 46.57
1.000 45.47
1.618 43.68
2.618 40.79
4.250 36.08
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 50.49 50.66
PP 50.15 50.49
S1 49.81 50.32

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

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