NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 50.92 47.97 -2.95 -5.8% 52.70
High 51.20 49.27 -1.93 -3.8% 53.60
Low 47.50 46.95 -0.55 -1.2% 49.93
Close 48.28 48.51 0.23 0.5% 51.35
Range 3.70 2.32 -1.38 -37.3% 3.67
ATR 3.43 3.35 -0.08 -2.3% 0.00
Volume 28,988 37,808 8,820 30.4% 152,386
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.20 54.18 49.79
R3 52.88 51.86 49.15
R2 50.56 50.56 48.94
R1 49.54 49.54 48.72 50.05
PP 48.24 48.24 48.24 48.50
S1 47.22 47.22 48.30 47.73
S2 45.92 45.92 48.08
S3 43.60 44.90 47.87
S4 41.28 42.58 47.23
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 46.95 6.65 13.7% 2.98 6.1% 23% False True 33,474
10 57.95 46.95 11.00 22.7% 2.94 6.1% 14% False True 30,050
20 59.66 42.51 17.15 35.4% 3.28 6.8% 35% False False 22,607
40 61.33 42.51 18.82 38.8% 3.40 7.0% 32% False False 22,953
60 76.00 42.51 33.49 69.0% 3.56 7.3% 18% False False 20,083
80 107.08 42.51 64.57 133.1% 3.64 7.5% 9% False False 17,743
100 121.37 42.51 78.86 162.6% 3.62 7.5% 8% False False 15,469
120 129.18 42.51 86.67 178.7% 3.37 6.9% 7% False False 13,391
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 0.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.13
2.618 55.34
1.618 53.02
1.000 51.59
0.618 50.70
HIGH 49.27
0.618 48.38
0.500 48.11
0.382 47.84
LOW 46.95
0.618 45.52
1.000 44.63
1.618 43.20
2.618 40.88
4.250 37.09
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 48.38 50.15
PP 48.24 49.60
S1 48.11 49.06

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

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