NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 54.20 54.19 -0.01 0.0% 52.62
High 55.16 54.72 -0.44 -0.8% 55.16
Low 51.41 52.27 0.86 1.7% 51.41
Close 53.80 52.79 -1.01 -1.9% 52.79
Range 3.75 2.45 -1.30 -34.7% 3.75
ATR 3.27 3.21 -0.06 -1.8% 0.00
Volume 14,067 12,070 -1,997 -14.2% 59,772
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.61 59.15 54.14
R3 58.16 56.70 53.46
R2 55.71 55.71 53.24
R1 54.25 54.25 53.01 53.76
PP 53.26 53.26 53.26 53.01
S1 51.80 51.80 52.57 51.31
S2 50.81 50.81 52.34
S3 48.36 49.35 52.12
S4 45.91 46.90 51.44
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.37 62.33 54.85
R3 60.62 58.58 53.82
R2 56.87 56.87 53.48
R1 54.83 54.83 53.13 55.85
PP 53.12 53.12 53.12 53.63
S1 51.08 51.08 52.45 52.10
S2 49.37 49.37 52.10
S3 45.62 47.33 51.76
S4 41.87 43.58 50.73
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 7.1% 2.59 4.9% 37% False False 11,954
10 60.72 51.41 9.31 17.6% 2.85 5.4% 15% False False 11,593
20 60.72 43.67 17.05 32.3% 3.08 5.8% 53% False False 9,608
40 61.20 43.67 17.53 33.2% 3.02 5.7% 52% False False 7,322
60 76.25 43.67 32.58 61.7% 2.72 5.2% 28% False False 5,871
80 108.05 43.67 64.38 122.0% 2.40 4.5% 14% False False 4,944
100 119.87 43.67 76.20 144.3% 2.12 4.0% 12% False False 4,075
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.13
2.618 61.13
1.618 58.68
1.000 57.17
0.618 56.23
HIGH 54.72
0.618 53.78
0.500 53.50
0.382 53.21
LOW 52.27
0.618 50.76
1.000 49.82
1.618 48.31
2.618 45.86
4.250 41.86
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 53.50 53.29
PP 53.26 53.12
S1 53.03 52.96

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

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