NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 51.10 52.63 1.53 3.0% 56.19
High 53.10 53.36 0.26 0.5% 59.66
Low 50.06 50.66 0.60 1.2% 51.26
Close 52.54 52.42 -0.12 -0.2% 52.75
Range 3.04 2.70 -0.34 -11.2% 8.40
ATR 3.50 3.45 -0.06 -1.6% 0.00
Volume 25,750 32,297 6,547 25.4% 116,910
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.25 59.03 53.91
R3 57.55 56.33 53.16
R2 54.85 54.85 52.92
R1 53.63 53.63 52.67 52.89
PP 52.15 52.15 52.15 51.78
S1 50.93 50.93 52.17 50.19
S2 49.45 49.45 51.93
S3 46.75 48.23 51.68
S4 44.05 45.53 50.94
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 54.05 50.06 3.99 7.6% 2.48 4.7% 59% False False 27,781
10 59.66 46.36 13.30 25.4% 3.72 7.1% 46% False False 24,021
20 59.66 42.51 17.15 32.7% 3.27 6.2% 58% False False 22,192
40 63.70 42.51 21.19 40.4% 3.39 6.5% 47% False False 20,897
60 78.60 42.51 36.09 68.8% 3.61 6.9% 27% False False 18,654
80 109.98 42.51 67.47 128.7% 3.73 7.1% 15% False False 16,470
100 121.48 42.51 78.97 150.6% 3.58 6.8% 13% False False 14,205
120 129.18 42.51 86.67 165.3% 3.37 6.4% 11% False False 12,427
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.84
2.618 60.43
1.618 57.73
1.000 56.06
0.618 55.03
HIGH 53.36
0.618 52.33
0.500 52.01
0.382 51.69
LOW 50.66
0.618 48.99
1.000 47.96
1.618 46.29
2.618 43.59
4.250 39.19
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 52.28 52.18
PP 52.15 51.95
S1 52.01 51.71

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

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