NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 54.44 54.30 -0.14 -0.3% 57.50
High 55.24 54.30 -0.94 -1.7% 60.72
Low 52.82 52.72 -0.10 -0.2% 52.72
Close 54.09 54.13 0.04 0.1% 54.13
Range 2.42 1.58 -0.84 -34.7% 8.00
ATR 3.51 3.38 -0.14 -3.9% 0.00
Volume 12,572 11,826 -746 -5.9% 56,160
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.46 57.87 55.00
R3 56.88 56.29 54.56
R2 55.30 55.30 54.42
R1 54.71 54.71 54.27 54.22
PP 53.72 53.72 53.72 53.47
S1 53.13 53.13 53.99 52.64
S2 52.14 52.14 53.84
S3 50.56 51.55 53.70
S4 48.98 49.97 53.26
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.86 74.99 58.53
R3 71.86 66.99 56.33
R2 63.86 63.86 55.60
R1 58.99 58.99 54.86 57.43
PP 55.86 55.86 55.86 55.07
S1 50.99 50.99 53.40 49.43
S2 47.86 47.86 52.66
S3 39.86 42.99 51.93
S4 31.86 34.99 49.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.72 52.72 8.00 14.8% 3.10 5.7% 18% False True 11,232
10 60.72 44.08 16.64 30.7% 3.52 6.5% 60% False False 8,920
20 60.72 43.67 17.05 31.5% 3.42 6.3% 61% False False 8,299
40 65.19 43.67 21.52 39.8% 3.00 5.5% 49% False False 6,246
60 78.55 43.67 34.88 64.4% 2.63 4.9% 30% False False 5,108
80 110.25 43.67 66.58 123.0% 2.36 4.4% 16% False False 4,258
100 123.73 43.67 80.06 147.9% 2.03 3.7% 13% False False 3,506
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 61.02
2.618 58.44
1.618 56.86
1.000 55.88
0.618 55.28
HIGH 54.30
0.618 53.70
0.500 53.51
0.382 53.32
LOW 52.72
0.618 51.74
1.000 51.14
1.618 50.16
2.618 48.58
4.250 46.01
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 53.92 55.91
PP 53.72 55.32
S1 53.51 54.72

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

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