NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 50.36 50.01 -0.35 -0.7% 49.12
High 52.34 51.40 -0.94 -1.8% 50.87
Low 49.53 47.00 -2.53 -5.1% 45.40
Close 50.03 47.18 -2.85 -5.7% 50.76
Range 2.81 4.40 1.59 56.6% 5.47
ATR 3.32 3.40 0.08 2.3% 0.00
Volume 26,414 32,356 5,942 22.5% 146,059
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.73 58.85 49.60
R3 57.33 54.45 48.39
R2 52.93 52.93 47.99
R1 50.05 50.05 47.58 49.29
PP 48.53 48.53 48.53 48.15
S1 45.65 45.65 46.78 44.89
S2 44.13 44.13 46.37
S3 39.73 41.25 45.97
S4 35.33 36.85 44.76
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 14.7% 3.48 7.4% 26% False False 35,586
10 52.34 45.40 6.94 14.7% 3.25 6.9% 26% False False 31,384
20 58.31 44.08 14.23 30.2% 3.46 7.3% 22% False False 23,178
40 59.89 41.25 18.64 39.5% 3.28 6.9% 32% False False 17,449
60 75.10 41.25 33.85 71.7% 3.39 7.2% 18% False False 14,055
80 95.08 41.25 53.83 114.1% 3.18 6.8% 11% False False 11,452
100 111.02 41.25 69.77 147.9% 2.73 5.8% 8% False False 9,537
120 123.71 41.25 82.46 174.8% 2.33 4.9% 7% False False 8,128
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 False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.10
2.618 62.92
1.618 58.52
1.000 55.80
0.618 54.12
HIGH 51.40
0.618 49.72
0.500 49.20
0.382 48.68
LOW 47.00
0.618 44.28
1.000 42.60
1.618 39.88
2.618 35.48
4.250 28.30
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 49.20 49.23
PP 48.53 48.54
S1 47.85 47.86

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

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