NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 50.01 47.83 -2.18 -4.4% 49.12
High 51.40 49.93 -1.47 -2.9% 50.87
Low 47.00 47.12 0.12 0.3% 45.40
Close 47.18 48.56 1.38 2.9% 50.76
Range 4.40 2.81 -1.59 -36.1% 5.47
ATR 3.40 3.35 -0.04 -1.2% 0.00
Volume 32,356 53,779 21,423 66.2% 146,059
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.97 55.57 50.11
R3 54.16 52.76 49.33
R2 51.35 51.35 49.08
R1 49.95 49.95 48.82 50.65
PP 48.54 48.54 48.54 48.89
S1 47.14 47.14 48.30 47.84
S2 45.73 45.73 48.04
S3 42.92 44.33 47.79
S4 40.11 41.52 47.01
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 45.46 6.88 14.2% 3.54 7.3% 45% False False 37,775
10 52.34 45.40 6.94 14.3% 3.25 6.7% 46% False False 34,609
20 58.31 44.98 13.33 27.5% 3.46 7.1% 27% False False 25,772
40 58.40 41.25 17.15 35.3% 3.27 6.7% 43% False False 18,585
60 75.10 41.25 33.85 69.7% 3.39 7.0% 22% False False 14,829
80 94.50 41.25 53.25 109.7% 3.21 6.6% 14% False False 12,106
100 110.69 41.25 69.44 143.0% 2.76 5.7% 11% False False 10,056
120 123.71 41.25 82.46 169.8% 2.35 4.8% 9% False False 8,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.87
2.618 57.29
1.618 54.48
1.000 52.74
0.618 51.67
HIGH 49.93
0.618 48.86
0.500 48.53
0.382 48.19
LOW 47.12
0.618 45.38
1.000 44.31
1.618 42.57
2.618 39.76
4.250 35.18
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 48.55 49.67
PP 48.54 49.30
S1 48.53 48.93

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

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