NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 51.28 51.23 -0.05 -0.1% 50.92
High 53.37 52.37 -1.00 -1.9% 52.05
Low 50.85 48.63 -2.22 -4.4% 46.95
Close 51.05 48.70 -2.35 -4.6% 51.95
Range 2.52 3.74 1.22 48.4% 5.10
ATR 3.31 3.34 0.03 0.9% 0.00
Volume 27,676 36,712 9,036 32.6% 141,659
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.12 58.65 50.76
R3 57.38 54.91 49.73
R2 53.64 53.64 49.39
R1 51.17 51.17 49.04 50.54
PP 49.90 49.90 49.90 49.58
S1 47.43 47.43 48.36 46.80
S2 46.16 46.16 48.01
S3 42.42 43.69 47.67
S4 38.68 39.95 46.64
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 13.2% 3.10 6.4% 27% False False 35,411
10 53.60 46.95 6.65 13.7% 3.11 6.4% 26% False False 33,237
20 59.66 45.42 14.24 29.2% 3.36 6.9% 23% False False 26,578
40 61.33 42.51 18.82 38.6% 3.32 6.8% 33% False False 24,719
60 76.00 42.51 33.49 68.8% 3.54 7.3% 18% False False 21,382
80 98.25 42.51 55.74 114.5% 3.62 7.4% 11% False False 19,080
100 113.10 42.51 70.59 144.9% 3.63 7.4% 9% False False 16,706
120 123.85 42.51 81.34 167.0% 3.36 6.9% 8% False False 14,445
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.27
2.618 62.16
1.618 58.42
1.000 56.11
0.618 54.68
HIGH 52.37
0.618 50.94
0.500 50.50
0.382 50.06
LOW 48.63
0.618 46.32
1.000 44.89
1.618 42.58
2.618 38.84
4.250 32.74
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 50.50 50.49
PP 49.90 49.89
S1 49.30 49.30

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

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