NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 50.54 49.12 -1.42 -2.8% 51.13
High 51.55 49.40 -2.15 -4.2% 52.00
Low 49.05 45.75 -3.30 -6.7% 48.11
Close 49.51 46.56 -2.95 -6.0% 49.51
Range 2.50 3.65 1.15 46.0% 3.89
ATR 3.30 3.33 0.03 1.0% 0.00
Volume 28,118 26,895 -1,223 -4.3% 130,338
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.19 56.02 48.57
R3 54.54 52.37 47.56
R2 50.89 50.89 47.23
R1 48.72 48.72 46.89 47.98
PP 47.24 47.24 47.24 46.87
S1 45.07 45.07 46.23 44.33
S2 43.59 43.59 45.89
S3 39.94 41.42 45.56
S4 36.29 37.77 44.55
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.54 59.42 51.65
R3 57.65 55.53 50.58
R2 53.76 53.76 50.22
R1 51.64 51.64 49.87 50.76
PP 49.87 49.87 49.87 49.43
S1 47.75 47.75 49.15 46.87
S2 45.98 45.98 48.80
S3 42.09 43.86 48.44
S4 38.20 39.97 47.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 45.75 6.25 13.4% 3.02 6.5% 13% False True 27,182
10 58.31 45.75 12.56 27.0% 3.05 6.6% 6% False True 24,098
20 58.31 41.25 17.06 36.6% 3.30 7.1% 31% False False 16,700
40 59.89 41.25 18.64 40.0% 3.32 7.1% 28% False False 14,201
60 75.10 41.25 33.85 72.7% 3.27 7.0% 16% False False 11,512
80 107.65 41.25 66.40 142.6% 3.01 6.5% 8% False False 9,334
100 119.79 41.25 78.54 168.7% 2.58 5.5% 7% False False 7,846
120 126.47 41.25 85.22 183.0% 2.19 4.7% 6% False False 6,673
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 True
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.91
2.618 58.96
1.618 55.31
1.000 53.05
0.618 51.66
HIGH 49.40
0.618 48.01
0.500 47.58
0.382 47.14
LOW 45.75
0.618 43.49
1.000 42.10
1.618 39.84
2.618 36.19
4.250 30.24
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 47.58 48.88
PP 47.24 48.10
S1 46.90 47.33

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

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