NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 57.90 53.30 -4.60 -7.9% 46.70
High 57.95 54.05 -3.90 -6.7% 54.76
Low 53.12 51.63 -1.49 -2.8% 45.42
Close 53.26 52.83 -0.43 -0.8% 54.73
Range 4.83 2.42 -2.41 -49.9% 9.34
ATR 3.86 3.76 -0.10 -2.7% 0.00
Volume 26,524 30,659 4,135 15.6% 56,235
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.10 58.88 54.16
R3 57.68 56.46 53.50
R2 55.26 55.26 53.27
R1 54.04 54.04 53.05 53.44
PP 52.84 52.84 52.84 52.54
S1 51.62 51.62 52.61 51.02
S2 50.42 50.42 52.39
S3 48.00 49.20 52.16
S4 45.58 46.78 51.50
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 59.66 49.35 10.31 19.5% 3.98 7.5% 34% False False 23,299
10 59.66 42.51 17.15 32.5% 3.75 7.1% 60% False False 17,496
20 59.66 42.51 17.15 32.5% 3.61 6.8% 60% False False 21,933
40 65.80 42.51 23.29 44.1% 3.49 6.6% 44% False False 19,581
60 87.13 42.51 44.62 84.5% 3.72 7.0% 23% False False 17,830
80 109.98 42.51 67.47 127.7% 3.80 7.2% 15% False False 15,556
100 123.85 42.51 81.34 154.0% 3.57 6.7% 13% False False 13,216
120 132.79 42.51 90.28 170.9% 3.36 6.4% 11% False False 11,640
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.76
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.34
2.618 60.39
1.618 57.97
1.000 56.47
0.618 55.55
HIGH 54.05
0.618 53.13
0.500 52.84
0.382 52.55
LOW 51.63
0.618 50.13
1.000 49.21
1.618 47.71
2.618 45.29
4.250 41.35
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 52.84 55.65
PP 52.84 54.71
S1 52.83 53.77

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

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