NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 50.80 50.90 0.10 0.2% 55.00
High 51.24 52.00 0.76 1.5% 58.31
Low 49.05 48.11 -0.94 -1.9% 49.79
Close 50.71 50.61 -0.10 -0.2% 51.21
Range 2.19 3.89 1.70 77.6% 8.52
ATR 3.32 3.36 0.04 1.2% 0.00
Volume 26,250 33,115 6,865 26.2% 91,809
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.91 60.15 52.75
R3 58.02 56.26 51.68
R2 54.13 54.13 51.32
R1 52.37 52.37 50.97 51.31
PP 50.24 50.24 50.24 49.71
S1 48.48 48.48 50.25 47.42
S2 46.35 46.35 49.90
S3 42.46 44.59 49.54
S4 38.57 40.70 48.47
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 52.27 48.11 4.16 8.2% 2.80 5.5% 60% False True 25,135
10 58.31 47.90 10.41 20.6% 3.38 6.7% 26% False False 20,993
20 58.31 41.25 17.06 33.7% 3.34 6.6% 55% False False 15,465
40 59.89 41.25 18.64 36.8% 3.24 6.4% 50% False False 13,062
60 75.10 41.25 33.85 66.9% 3.28 6.5% 28% False False 10,678
80 109.58 41.25 68.33 135.0% 3.02 6.0% 14% False False 8,718
100 119.79 41.25 78.54 155.2% 2.52 5.0% 12% False False 7,333
120 126.47 41.25 85.22 168.4% 2.14 4.2% 11% False False 6,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 68.53
2.618 62.18
1.618 58.29
1.000 55.89
0.618 54.40
HIGH 52.00
0.618 50.51
0.500 50.06
0.382 49.60
LOW 48.11
0.618 45.71
1.000 44.22
1.618 41.82
2.618 37.93
4.250 31.58
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 50.43 50.43
PP 50.24 50.24
S1 50.06 50.06

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

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