NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 51.23 49.37 -1.86 -3.6% 50.92
High 52.37 51.45 -0.92 -1.8% 52.05
Low 48.63 48.70 0.07 0.1% 46.95
Close 48.70 50.11 1.41 2.9% 51.95
Range 3.74 2.75 -0.99 -26.5% 5.10
ATR 3.34 3.29 -0.04 -1.3% 0.00
Volume 36,712 38,661 1,949 5.3% 141,659
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.34 56.97 51.62
R3 55.59 54.22 50.87
R2 52.84 52.84 50.61
R1 51.47 51.47 50.36 52.16
PP 50.09 50.09 50.09 50.43
S1 48.72 48.72 49.86 49.41
S2 47.34 47.34 49.61
S3 44.59 45.97 49.35
S4 41.84 43.22 48.60
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 47.10 6.27 12.5% 3.18 6.4% 48% False False 35,582
10 53.60 46.95 6.65 13.3% 3.08 6.1% 48% False False 34,528
20 59.66 46.25 13.41 26.8% 3.35 6.7% 29% False False 28,297
40 59.66 42.51 17.15 34.2% 3.29 6.6% 44% False False 25,303
60 76.00 42.51 33.49 66.8% 3.49 7.0% 23% False False 21,826
80 95.75 42.51 53.24 106.2% 3.60 7.2% 14% False False 19,474
100 112.04 42.51 69.53 138.8% 3.63 7.2% 11% False False 17,048
120 123.85 42.51 81.34 162.3% 3.38 6.7% 9% False False 14,731
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.14
2.618 58.65
1.618 55.90
1.000 54.20
0.618 53.15
HIGH 51.45
0.618 50.40
0.500 50.08
0.382 49.75
LOW 48.70
0.618 47.00
1.000 45.95
1.618 44.25
2.618 41.50
4.250 37.01
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 50.10 51.00
PP 50.09 50.70
S1 50.08 50.41

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

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