NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 53.22 52.70 -0.52 -1.0% 56.19
High 53.22 52.70 -0.52 -1.0% 59.66
Low 51.26 50.41 -0.85 -1.7% 51.26
Close 52.75 50.91 -1.84 -3.5% 52.75
Range 1.96 2.29 0.33 16.8% 8.40
ATR 3.63 3.54 -0.09 -2.5% 0.00
Volume 24,142 26,059 1,917 7.9% 116,910
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.21 56.85 52.17
R3 55.92 54.56 51.54
R2 53.63 53.63 51.33
R1 52.27 52.27 51.12 51.81
PP 51.34 51.34 51.34 51.11
S1 49.98 49.98 50.70 49.52
S2 49.05 49.05 50.49
S3 46.76 47.69 50.28
S4 44.47 45.40 49.65
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 50.41 9.25 18.2% 2.99 5.9% 5% False True 25,903
10 59.66 45.42 14.24 28.0% 3.61 7.1% 39% False False 19,920
20 59.66 42.51 17.15 33.7% 3.41 6.7% 49% False False 21,708
40 65.00 42.51 22.49 44.2% 3.46 6.8% 37% False False 20,145
60 78.60 42.51 36.09 70.9% 3.67 7.2% 23% False False 18,221
80 109.98 42.51 67.47 132.5% 3.75 7.4% 12% False False 15,954
100 123.85 42.51 81.34 159.8% 3.58 7.0% 10% False False 13,677
120 129.90 42.51 87.39 171.7% 3.36 6.6% 10% False False 12,017
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.43
2.618 58.70
1.618 56.41
1.000 54.99
0.618 54.12
HIGH 52.70
0.618 51.83
0.500 51.56
0.382 51.28
LOW 50.41
0.618 48.99
1.000 48.12
1.618 46.70
2.618 44.41
4.250 40.68
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 51.56 52.23
PP 51.34 51.79
S1 51.13 51.35

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

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