NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 52.02 50.92 -1.10 -2.1% 52.70
High 53.34 51.20 -2.14 -4.0% 53.60
Low 50.84 47.50 -3.34 -6.6% 49.93
Close 51.35 48.28 -3.07 -6.0% 51.35
Range 2.50 3.70 1.20 48.0% 3.67
ATR 3.39 3.43 0.03 1.0% 0.00
Volume 35,191 28,988 -6,203 -17.6% 152,386
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.09 57.89 50.32
R3 56.39 54.19 49.30
R2 52.69 52.69 48.96
R1 50.49 50.49 48.62 49.74
PP 48.99 48.99 48.99 48.62
S1 46.79 46.79 47.94 46.04
S2 45.29 45.29 47.60
S3 41.59 43.09 47.26
S4 37.89 39.39 46.25
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.64 60.66 53.37
R3 58.97 56.99 52.36
R2 55.30 55.30 52.02
R1 53.32 53.32 51.69 52.48
PP 51.63 51.63 51.63 51.20
S1 49.65 49.65 51.01 48.81
S2 47.96 47.96 50.68
S3 44.29 45.98 50.34
S4 40.62 42.31 49.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.60 47.50 6.10 12.6% 3.12 6.5% 13% False True 31,063
10 59.66 47.50 12.16 25.2% 3.06 6.3% 6% False True 28,483
20 59.66 42.51 17.15 35.5% 3.26 6.7% 34% False False 22,198
40 61.33 42.51 18.82 39.0% 3.45 7.2% 31% False False 22,466
60 76.00 42.51 33.49 69.4% 3.57 7.4% 17% False False 19,716
80 108.06 42.51 65.55 135.8% 3.67 7.6% 9% False False 17,369
100 121.37 42.51 78.86 163.3% 3.61 7.5% 7% False False 15,106
120 129.18 42.51 86.67 179.5% 3.40 7.0% 7% False False 13,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 66.93
2.618 60.89
1.618 57.19
1.000 54.90
0.618 53.49
HIGH 51.20
0.618 49.79
0.500 49.35
0.382 48.91
LOW 47.50
0.618 45.21
1.000 43.80
1.618 41.51
2.618 37.81
4.250 31.78
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 49.35 50.55
PP 48.99 49.79
S1 48.64 49.04

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

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