NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 49.94 50.15 0.21 0.4% 51.28
High 50.82 51.77 0.95 1.9% 53.37
Low 49.03 49.80 0.77 1.6% 48.63
Close 50.27 49.98 -0.29 -0.6% 49.98
Range 1.79 1.97 0.18 10.1% 4.74
ATR 3.19 3.10 -0.09 -2.7% 0.00
Volume 34,001 26,701 -7,300 -21.5% 163,751
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.43 55.17 51.06
R3 54.46 53.20 50.52
R2 52.49 52.49 50.34
R1 51.23 51.23 50.16 50.88
PP 50.52 50.52 50.52 50.34
S1 49.26 49.26 49.80 48.91
S2 48.55 48.55 49.62
S3 46.58 47.29 49.44
S4 44.61 45.32 48.90
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.88 62.17 52.59
R3 60.14 57.43 51.28
R2 55.40 55.40 50.85
R1 52.69 52.69 50.41 51.68
PP 50.66 50.66 50.66 50.15
S1 47.95 47.95 49.55 46.94
S2 45.92 45.92 49.11
S3 41.18 43.21 48.68
S4 36.44 38.47 47.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.37 48.63 4.74 9.5% 2.55 5.1% 28% False False 32,750
10 53.37 46.95 6.42 12.8% 2.82 5.6% 47% False False 34,060
20 59.66 46.95 12.71 25.4% 3.09 6.2% 24% False False 29,921
40 59.66 42.51 17.15 34.3% 3.21 6.4% 44% False False 26,207
60 76.00 42.51 33.49 67.0% 3.42 6.8% 22% False False 22,362
80 91.43 42.51 48.92 97.9% 3.55 7.1% 15% False False 20,012
100 109.98 42.51 67.47 135.0% 3.61 7.2% 11% False False 17,565
120 123.85 42.51 81.34 162.7% 3.40 6.8% 9% False False 15,194
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.14
2.618 56.93
1.618 54.96
1.000 53.74
0.618 52.99
HIGH 51.77
0.618 51.02
0.500 50.79
0.382 50.55
LOW 49.80
0.618 48.58
1.000 47.83
1.618 46.61
2.618 44.64
4.250 41.43
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 50.79 50.24
PP 50.52 50.15
S1 50.25 50.07

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

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