NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 49.37 49.94 0.57 1.2% 50.92
High 51.45 50.82 -0.63 -1.2% 52.05
Low 48.70 49.03 0.33 0.7% 46.95
Close 50.11 50.27 0.16 0.3% 51.95
Range 2.75 1.79 -0.96 -34.9% 5.10
ATR 3.29 3.19 -0.11 -3.3% 0.00
Volume 38,661 34,001 -4,660 -12.1% 141,659
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.41 54.63 51.25
R3 53.62 52.84 50.76
R2 51.83 51.83 50.60
R1 51.05 51.05 50.43 51.44
PP 50.04 50.04 50.04 50.24
S1 49.26 49.26 50.11 49.65
S2 48.25 48.25 49.94
S3 46.46 47.47 49.78
S4 44.67 45.68 49.29
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 47.60 5.77 11.5% 3.05 6.1% 46% False False 35,189
10 53.60 46.95 6.65 13.2% 2.99 5.9% 50% False False 34,698
20 59.66 46.36 13.30 26.5% 3.36 6.7% 29% False False 29,360
40 59.66 42.51 17.15 34.1% 3.23 6.4% 45% False False 25,909
60 76.00 42.51 33.49 66.6% 3.44 6.8% 23% False False 22,072
80 91.57 42.51 49.06 97.6% 3.58 7.1% 16% False False 19,768
100 112.04 42.51 69.53 138.3% 3.63 7.2% 11% False False 17,330
120 123.85 42.51 81.34 161.8% 3.39 6.7% 10% False False 14,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.86
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 58.43
2.618 55.51
1.618 53.72
1.000 52.61
0.618 51.93
HIGH 50.82
0.618 50.14
0.500 49.93
0.382 49.71
LOW 49.03
0.618 47.92
1.000 47.24
1.618 46.13
2.618 44.34
4.250 41.42
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 50.16 50.50
PP 50.04 50.42
S1 49.93 50.35

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

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