NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 47.97 48.45 0.48 1.0% 52.70
High 49.27 49.55 0.28 0.6% 53.60
Low 46.95 47.10 0.15 0.3% 49.93
Close 48.51 48.79 0.28 0.6% 51.35
Range 2.32 2.45 0.13 5.6% 3.67
ATR 3.35 3.28 -0.06 -1.9% 0.00
Volume 37,808 35,967 -1,841 -4.9% 152,386
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.83 54.76 50.14
R3 53.38 52.31 49.46
R2 50.93 50.93 49.24
R1 49.86 49.86 49.01 50.40
PP 48.48 48.48 48.48 48.75
S1 47.41 47.41 48.57 47.95
S2 46.03 46.03 48.34
S3 43.58 44.96 48.12
S4 41.13 42.51 47.44
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 13.6% 2.93 6.0% 28% False False 34,208
10 54.05 46.95 7.10 14.6% 2.71 5.5% 26% False False 30,995
20 59.66 42.51 17.15 35.2% 3.25 6.7% 37% False False 23,458
40 61.33 42.51 18.82 38.6% 3.40 7.0% 33% False False 23,349
60 76.00 42.51 33.49 68.6% 3.54 7.3% 19% False False 20,467
80 102.84 42.51 60.33 123.7% 3.64 7.5% 10% False False 18,085
100 120.15 42.51 77.64 159.1% 3.61 7.4% 8% False False 15,799
120 129.18 42.51 86.67 177.6% 3.39 6.9% 7% False False 13,652
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.96
2.618 55.96
1.618 53.51
1.000 52.00
0.618 51.06
HIGH 49.55
0.618 48.61
0.500 48.33
0.382 48.04
LOW 47.10
0.618 45.59
1.000 44.65
1.618 43.14
2.618 40.69
4.250 36.69
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 48.64 49.08
PP 48.48 48.98
S1 48.33 48.89

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

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