NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 48.82 51.11 2.29 4.7% 49.32
High 54.97 55.84 0.87 1.6% 55.84
Low 47.61 50.86 3.25 6.8% 46.55
Close 54.31 55.80 1.49 2.7% 55.80
Range 7.36 4.98 -2.38 -32.3% 9.29
ATR 3.42 3.53 0.11 3.3% 0.00
Volume 9,781 7,374 -2,407 -24.6% 28,479
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 69.11 67.43 58.54
R3 64.13 62.45 57.17
R2 59.15 59.15 56.71
R1 57.47 57.47 56.26 58.31
PP 54.17 54.17 54.17 54.59
S1 52.49 52.49 55.34 53.33
S2 49.19 49.19 54.89
S3 44.21 47.51 54.43
S4 39.23 42.53 53.06
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 80.60 77.49 60.91
R3 71.31 68.20 58.35
R2 62.02 62.02 57.50
R1 58.91 58.91 56.65 60.47
PP 52.73 52.73 52.73 53.51
S1 49.62 49.62 54.95 51.18
S2 43.44 43.44 54.10
S3 34.15 40.33 53.25
S4 24.86 31.04 50.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.84 44.08 11.76 21.1% 3.93 7.0% 100% True False 6,608
10 55.84 43.67 12.17 21.8% 3.31 5.9% 100% True False 7,622
20 59.43 43.67 15.76 28.2% 3.40 6.1% 77% False False 6,951
40 72.11 43.67 28.44 51.0% 2.89 5.2% 43% False False 5,180
60 89.63 43.67 45.96 82.4% 2.58 4.6% 26% False False 4,349
80 110.25 43.67 66.58 119.3% 2.25 4.0% 18% False False 3,587
100 123.73 43.67 80.06 143.5% 1.87 3.4% 15% False False 2,962
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.01
2.618 68.88
1.618 63.90
1.000 60.82
0.618 58.92
HIGH 55.84
0.618 53.94
0.500 53.35
0.382 52.76
LOW 50.86
0.618 47.78
1.000 45.88
1.618 42.80
2.618 37.82
4.250 29.70
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 54.98 54.41
PP 54.17 53.01
S1 53.35 51.62

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

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