NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 48.85 51.28 2.43 5.0% 50.92
High 52.05 53.37 1.32 2.5% 52.05
Low 47.60 50.85 3.25 6.8% 46.95
Close 51.95 51.05 -0.90 -1.7% 51.95
Range 4.45 2.52 -1.93 -43.4% 5.10
ATR 3.37 3.31 -0.06 -1.8% 0.00
Volume 38,896 27,676 -11,220 -28.8% 141,659
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.32 57.70 52.44
R3 56.80 55.18 51.74
R2 54.28 54.28 51.51
R1 52.66 52.66 51.28 52.21
PP 51.76 51.76 51.76 51.53
S1 50.14 50.14 50.82 49.69
S2 49.24 49.24 50.59
S3 46.72 47.62 50.36
S4 44.20 45.10 49.66
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.62 63.88 54.76
R3 60.52 58.78 53.35
R2 55.42 55.42 52.89
R1 53.68 53.68 52.42 54.55
PP 50.32 50.32 50.32 50.75
S1 48.58 48.58 51.48 49.45
S2 45.22 45.22 51.02
S3 40.12 43.48 50.55
S4 35.02 38.38 49.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.37 46.95 6.42 12.6% 3.09 6.0% 64% True False 33,867
10 53.60 46.95 6.65 13.0% 2.96 5.8% 62% False False 32,172
20 59.66 42.87 16.79 32.9% 3.31 6.5% 49% False False 25,221
40 61.33 42.51 18.82 36.9% 3.33 6.5% 45% False False 24,178
60 76.00 42.51 33.49 65.6% 3.55 7.0% 26% False False 21,018
80 100.75 42.51 58.24 114.1% 3.61 7.1% 15% False False 18,711
100 113.10 42.51 70.59 138.3% 3.60 7.1% 12% False False 16,409
120 123.85 42.51 81.34 159.3% 3.35 6.6% 10% False False 14,166
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.08
2.618 59.97
1.618 57.45
1.000 55.89
0.618 54.93
HIGH 53.37
0.618 52.41
0.500 52.11
0.382 51.81
LOW 50.85
0.618 49.29
1.000 48.33
1.618 46.77
2.618 44.25
4.250 40.14
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 52.11 50.78
PP 51.76 50.51
S1 51.40 50.24

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

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