NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 53.30 53.22 -0.08 -0.2% 56.19
High 54.05 53.22 -0.83 -1.5% 59.66
Low 51.63 51.26 -0.37 -0.7% 51.26
Close 52.83 52.75 -0.08 -0.2% 52.75
Range 2.42 1.96 -0.46 -19.0% 8.40
ATR 3.76 3.63 -0.13 -3.4% 0.00
Volume 30,659 24,142 -6,517 -21.3% 116,910
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.29 57.48 53.83
R3 56.33 55.52 53.29
R2 54.37 54.37 53.11
R1 53.56 53.56 52.93 52.99
PP 52.41 52.41 52.41 52.12
S1 51.60 51.60 52.57 51.03
S2 50.45 50.45 52.39
S3 48.49 49.64 52.21
S4 46.53 47.68 51.67
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.76 74.65 57.37
R3 71.36 66.25 55.06
R2 62.96 62.96 54.29
R1 57.85 57.85 53.52 56.21
PP 54.56 54.56 54.56 53.73
S1 49.45 49.45 51.98 47.81
S2 46.16 46.16 51.21
S3 37.76 41.05 50.44
S4 29.36 32.65 48.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.66 51.26 8.40 15.9% 3.29 6.2% 18% False True 23,382
10 59.66 42.87 16.79 31.8% 3.65 6.9% 59% False False 18,271
20 59.66 42.51 17.15 32.5% 3.56 6.7% 60% False False 22,108
40 65.00 42.51 22.49 42.6% 3.49 6.6% 46% False False 19,823
60 79.12 42.51 36.61 69.4% 3.66 6.9% 28% False False 18,042
80 109.98 42.51 67.47 127.9% 3.78 7.2% 15% False False 15,812
100 123.85 42.51 81.34 154.2% 3.57 6.8% 13% False False 13,442
120 132.50 42.51 89.99 170.6% 3.37 6.4% 11% False False 11,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 61.55
2.618 58.35
1.618 56.39
1.000 55.18
0.618 54.43
HIGH 53.22
0.618 52.47
0.500 52.24
0.382 52.01
LOW 51.26
0.618 50.05
1.000 49.30
1.618 48.09
2.618 46.13
4.250 42.93
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 52.58 54.61
PP 52.41 53.99
S1 52.24 53.37

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

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