NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 54.06 54.20 0.14 0.3% 57.50
High 54.70 55.16 0.46 0.8% 60.72
Low 51.99 51.41 -0.58 -1.1% 52.72
Close 53.83 53.80 -0.03 -0.1% 54.13
Range 2.71 3.75 1.04 38.4% 8.00
ATR 3.23 3.27 0.04 1.1% 0.00
Volume 14,693 14,067 -626 -4.3% 56,160
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.71 63.00 55.86
R3 60.96 59.25 54.83
R2 57.21 57.21 54.49
R1 55.50 55.50 54.14 54.48
PP 53.46 53.46 53.46 52.95
S1 51.75 51.75 53.46 50.73
S2 49.71 49.71 53.11
S3 45.96 48.00 52.77
S4 42.21 44.25 51.74
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 55.16 51.41 3.75 7.0% 2.41 4.5% 64% True True 11,905
10 60.72 50.86 9.86 18.3% 3.10 5.8% 30% False False 11,123
20 60.72 43.67 17.05 31.7% 3.10 5.8% 59% False False 9,348
40 61.20 43.67 17.53 32.6% 2.99 5.6% 58% False False 7,084
60 76.25 43.67 32.58 60.6% 2.70 5.0% 31% False False 5,700
80 108.05 43.67 64.38 119.7% 2.37 4.4% 16% False False 4,800
100 119.87 43.67 76.20 141.6% 2.09 3.9% 13% False False 3,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 71.10
2.618 64.98
1.618 61.23
1.000 58.91
0.618 57.48
HIGH 55.16
0.618 53.73
0.500 53.29
0.382 52.84
LOW 51.41
0.618 49.09
1.000 47.66
1.618 45.34
2.618 41.59
4.250 35.47
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 53.63 53.63
PP 53.46 53.46
S1 53.29 53.29

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

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