NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 47.58 47.10 -0.48 -1.0% 49.12
High 48.38 50.87 2.49 5.1% 50.87
Low 45.46 46.11 0.65 1.4% 45.40
Close 47.41 50.76 3.35 7.1% 50.76
Range 2.92 4.76 1.84 63.0% 5.47
ATR 3.25 3.36 0.11 3.3% 0.00
Volume 38,484 37,843 -641 -1.7% 146,059
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.53 61.90 53.38
R3 58.77 57.14 52.07
R2 54.01 54.01 51.63
R1 52.38 52.38 51.20 53.20
PP 49.25 49.25 49.25 49.65
S1 47.62 47.62 50.32 48.44
S2 44.49 44.49 49.89
S3 39.73 42.86 49.45
S4 34.97 38.10 48.14
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.42 63.56 53.77
R3 59.95 58.09 52.26
R2 54.48 54.48 51.76
R1 52.62 52.62 51.26 53.55
PP 49.01 49.01 49.01 49.48
S1 47.15 47.15 50.26 48.08
S2 43.54 43.54 49.76
S3 38.07 41.68 49.26
S4 32.60 36.21 47.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.55 45.40 6.15 12.1% 3.27 6.4% 87% False False 34,835
10 52.27 45.40 6.87 13.5% 3.03 6.0% 78% False False 29,985
20 58.31 41.25 17.06 33.6% 3.41 6.7% 56% False False 21,085
40 59.89 41.25 18.64 36.7% 3.28 6.5% 51% False False 16,442
60 75.10 41.25 33.85 66.7% 3.39 6.7% 28% False False 13,217
80 100.60 41.25 59.35 116.9% 3.09 6.1% 16% False False 10,758
100 112.52 41.25 71.27 140.4% 2.68 5.3% 13% False False 9,009
120 123.71 41.25 82.46 162.5% 2.27 4.5% 12% False False 7,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 71.10
2.618 63.33
1.618 58.57
1.000 55.63
0.618 53.81
HIGH 50.87
0.618 49.05
0.500 48.49
0.382 47.93
LOW 46.11
0.618 43.17
1.000 41.35
1.618 38.41
2.618 33.65
4.250 25.88
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 50.00 49.89
PP 49.25 49.01
S1 48.49 48.14

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

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