NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 48.36 48.51 0.15 0.3% 50.36
High 49.24 50.30 1.06 2.2% 52.34
Low 47.33 48.10 0.77 1.6% 47.00
Close 48.66 48.52 -0.14 -0.3% 48.52
Range 1.91 2.20 0.29 15.2% 5.34
ATR 3.25 3.18 -0.08 -2.3% 0.00
Volume 37,897 34,571 -3,326 -8.8% 185,017
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.57 54.25 49.73
R3 53.37 52.05 49.13
R2 51.17 51.17 48.92
R1 49.85 49.85 48.72 50.51
PP 48.97 48.97 48.97 49.31
S1 47.65 47.65 48.32 48.31
S2 46.77 46.77 48.12
S3 44.57 45.45 47.92
S4 42.37 43.25 47.31
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.31 62.25 51.46
R3 59.97 56.91 49.99
R2 54.63 54.63 49.50
R1 51.57 51.57 49.01 50.43
PP 49.29 49.29 49.29 48.72
S1 46.23 46.23 48.03 45.09
S2 43.95 43.95 47.54
S3 38.61 40.89 47.05
S4 33.27 35.55 45.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.34 47.00 5.34 11.0% 2.83 5.8% 28% False False 37,003
10 52.34 45.40 6.94 14.3% 3.05 6.3% 45% False False 35,919
20 58.31 45.40 12.91 26.6% 3.21 6.6% 24% False False 28,456
40 58.31 41.25 17.06 35.2% 3.20 6.6% 43% False False 20,045
60 75.10 41.25 33.85 69.8% 3.35 6.9% 21% False False 15,830
80 90.77 41.25 49.52 102.1% 3.19 6.6% 15% False False 12,953
100 109.58 41.25 68.33 140.8% 2.80 5.8% 11% False False 10,750
120 123.71 41.25 82.46 170.0% 2.39 4.9% 9% False False 9,158
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 0.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.65
2.618 56.06
1.618 53.86
1.000 52.50
0.618 51.66
HIGH 50.30
0.618 49.46
0.500 49.20
0.382 48.94
LOW 48.10
0.618 46.74
1.000 45.90
1.618 44.54
2.618 42.34
4.250 38.75
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 49.20 48.71
PP 48.97 48.65
S1 48.75 48.58

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

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