NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 47.67 51.10 3.43 7.2% 46.70
High 53.70 54.76 1.06 2.0% 54.76
Low 46.36 49.35 2.99 6.4% 45.42
Close 53.16 54.73 1.57 3.0% 54.73
Range 7.34 5.41 -1.93 -26.3% 9.34
ATR 3.69 3.82 0.12 3.3% 0.00
Volume 15,467 23,730 8,263 53.4% 56,235
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 69.18 67.36 57.71
R3 63.77 61.95 56.22
R2 58.36 58.36 55.72
R1 56.54 56.54 55.23 57.45
PP 52.95 52.95 52.95 53.40
S1 51.13 51.13 54.23 52.04
S2 47.54 47.54 53.74
S3 42.13 45.72 53.24
S4 36.72 40.31 51.75
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.66 76.53 59.87
R3 70.32 67.19 57.30
R2 60.98 60.98 56.44
R1 57.85 57.85 55.59 59.42
PP 51.64 51.64 51.64 52.42
S1 48.51 48.51 53.87 50.08
S2 42.30 42.30 53.02
S3 32.96 39.17 52.16
S4 23.62 29.83 49.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.76 42.87 11.89 21.7% 4.01 7.3% 100% True False 13,160
10 54.76 42.51 12.25 22.4% 3.41 6.2% 100% True False 18,855
20 58.91 42.51 16.40 30.0% 3.53 6.5% 75% False False 22,638
40 73.80 42.51 31.29 57.2% 3.49 6.4% 39% False False 18,794
60 90.16 42.51 47.65 87.1% 3.73 6.8% 26% False False 16,965
80 109.98 42.51 67.47 123.3% 3.76 6.9% 18% False False 14,706
100 123.85 42.51 81.34 148.6% 3.48 6.4% 15% False False 12,454
120 146.84 42.51 104.33 190.6% 3.40 6.2% 12% False False 11,007
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.75
2.618 68.92
1.618 63.51
1.000 60.17
0.618 58.10
HIGH 54.76
0.618 52.69
0.500 52.06
0.382 51.42
LOW 49.35
0.618 46.01
1.000 43.94
1.618 40.60
2.618 35.19
4.250 26.36
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 53.84 53.32
PP 52.95 51.91
S1 52.06 50.51

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

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