NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 49.60 50.80 1.20 2.4% 55.00
High 51.25 51.24 -0.01 0.0% 58.31
Low 48.36 49.05 0.69 1.4% 49.79
Close 50.83 50.71 -0.12 -0.2% 51.21
Range 2.89 2.19 -0.70 -24.2% 8.52
ATR 3.41 3.32 -0.09 -2.6% 0.00
Volume 21,532 26,250 4,718 21.9% 91,809
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.90 56.00 51.91
R3 54.71 53.81 51.31
R2 52.52 52.52 51.11
R1 51.62 51.62 50.91 50.98
PP 50.33 50.33 50.33 50.01
S1 49.43 49.43 50.51 48.79
S2 48.14 48.14 50.31
S3 45.95 47.24 50.11
S4 43.76 45.05 49.51
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 52.76 48.36 4.40 8.7% 2.51 5.0% 53% False False 23,619
10 58.31 45.12 13.19 26.0% 3.74 7.4% 42% False False 18,778
20 58.31 41.25 17.06 33.6% 3.25 6.4% 55% False False 14,198
40 62.18 41.25 20.93 41.3% 3.22 6.3% 45% False False 12,445
60 75.91 41.25 34.66 68.3% 3.23 6.4% 27% False False 10,188
80 109.58 41.25 68.33 134.7% 2.97 5.9% 14% False False 8,332
100 119.79 41.25 78.54 154.9% 2.48 4.9% 12% False False 7,009
120 126.47 41.25 85.22 168.1% 2.11 4.2% 11% False False 5,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 60.55
2.618 56.97
1.618 54.78
1.000 53.43
0.618 52.59
HIGH 51.24
0.618 50.40
0.500 50.15
0.382 49.89
LOW 49.05
0.618 47.70
1.000 46.86
1.618 45.51
2.618 43.32
4.250 39.74
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 50.52 50.43
PP 50.33 50.14
S1 50.15 49.86

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

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