NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 47.10 50.36 3.26 6.9% 49.12
High 50.87 52.34 1.47 2.9% 50.87
Low 46.11 49.53 3.42 7.4% 45.40
Close 50.76 50.03 -0.73 -1.4% 50.76
Range 4.76 2.81 -1.95 -41.0% 5.47
ATR 3.36 3.32 -0.04 -1.2% 0.00
Volume 37,843 26,414 -11,429 -30.2% 146,059
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.06 57.36 51.58
R3 56.25 54.55 50.80
R2 53.44 53.44 50.55
R1 51.74 51.74 50.29 51.19
PP 50.63 50.63 50.63 50.36
S1 48.93 48.93 49.77 48.38
S2 47.82 47.82 49.51
S3 45.01 46.12 49.26
S4 42.20 43.31 48.48
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 52.34 45.40 6.94 13.9% 3.33 6.7% 67% True False 34,494
10 52.34 45.40 6.94 13.9% 3.07 6.1% 67% True False 30,281
20 58.31 41.80 16.51 33.0% 3.33 6.7% 50% False False 21,870
40 59.89 41.25 18.64 37.3% 3.27 6.5% 47% False False 16,903
60 75.10 41.25 33.85 67.7% 3.40 6.8% 26% False False 13,593
80 99.01 41.25 57.76 115.5% 3.13 6.3% 15% False False 11,075
100 112.52 41.25 71.27 142.5% 2.69 5.4% 12% False False 9,246
120 123.71 41.25 82.46 164.8% 2.29 4.6% 11% False False 7,867
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.28
2.618 59.70
1.618 56.89
1.000 55.15
0.618 54.08
HIGH 52.34
0.618 51.27
0.500 50.94
0.382 50.60
LOW 49.53
0.618 47.79
1.000 46.72
1.618 44.98
2.618 42.17
4.250 37.59
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 50.94 49.65
PP 50.63 49.28
S1 50.33 48.90

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

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