NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 54.30 52.62 -1.68 -3.1% 57.50
High 54.30 52.93 -1.37 -2.5% 60.72
Low 52.72 51.88 -0.84 -1.6% 52.72
Close 54.13 52.33 -1.80 -3.3% 54.13
Range 1.58 1.05 -0.53 -33.5% 8.00
ATR 3.38 3.30 -0.08 -2.4% 0.00
Volume 11,826 10,675 -1,151 -9.7% 56,160
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.53 54.98 52.91
R3 54.48 53.93 52.62
R2 53.43 53.43 52.52
R1 52.88 52.88 52.43 52.63
PP 52.38 52.38 52.38 52.26
S1 51.83 51.83 52.23 51.58
S2 51.33 51.33 52.14
S3 50.28 50.78 52.04
S4 49.23 49.73 51.75
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 51.88 8.84 16.9% 2.54 4.8% 5% False True 11,552
10 60.72 46.55 14.17 27.1% 3.36 6.4% 41% False False 9,531
20 60.72 43.67 17.05 32.6% 3.21 6.1% 51% False False 8,411
40 65.19 43.67 21.52 41.1% 2.98 5.7% 40% False False 6,425
60 78.55 43.67 34.88 66.7% 2.65 5.1% 25% False False 5,256
80 110.25 43.67 66.58 127.2% 2.30 4.4% 13% False False 4,373
100 123.73 43.67 80.06 153.0% 2.04 3.9% 11% False False 3,611
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 57.39
2.618 55.68
1.618 54.63
1.000 53.98
0.618 53.58
HIGH 52.93
0.618 52.53
0.500 52.41
0.382 52.28
LOW 51.88
0.618 51.23
1.000 50.83
1.618 50.18
2.618 49.13
4.250 47.42
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 52.41 53.56
PP 52.38 53.15
S1 52.36 52.74

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

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