NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 46.53 47.58 1.05 2.3% 51.13
High 47.93 48.38 0.45 0.9% 52.00
Low 45.40 45.46 0.06 0.1% 48.11
Close 47.12 47.41 0.29 0.6% 49.51
Range 2.53 2.92 0.39 15.4% 3.89
ATR 3.28 3.25 -0.03 -0.8% 0.00
Volume 42,837 38,484 -4,353 -10.2% 130,338
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.84 54.55 49.02
R3 52.92 51.63 48.21
R2 50.00 50.00 47.95
R1 48.71 48.71 47.68 47.90
PP 47.08 47.08 47.08 46.68
S1 45.79 45.79 47.14 44.98
S2 44.16 44.16 46.87
S3 41.24 42.87 46.61
S4 38.32 39.95 45.80
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 45.40 6.60 13.9% 3.10 6.5% 30% False False 33,889
10 52.76 45.40 7.36 15.5% 2.81 5.9% 27% False False 28,754
20 58.31 41.25 17.06 36.0% 3.31 7.0% 36% False False 19,577
40 59.89 41.25 18.64 39.3% 3.28 6.9% 33% False False 15,742
60 75.10 41.25 33.85 71.4% 3.31 7.0% 18% False False 12,723
80 102.08 41.25 60.83 128.3% 3.08 6.5% 10% False False 10,298
100 117.38 41.25 76.13 160.6% 2.63 5.6% 8% False False 8,646
120 126.47 41.25 85.22 179.8% 2.23 4.7% 7% False False 7,338
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.79
2.618 56.02
1.618 53.10
1.000 51.30
0.618 50.18
HIGH 48.38
0.618 47.26
0.500 46.92
0.382 46.58
LOW 45.46
0.618 43.66
1.000 42.54
1.618 40.74
2.618 37.82
4.250 33.05
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 47.25 47.41
PP 47.08 47.40
S1 46.92 47.40

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

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