NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 50.12 48.65 -1.47 -2.9% 52.62
High 51.06 50.43 -0.63 -1.2% 55.16
Low 48.87 48.25 -0.62 -1.3% 51.41
Close 49.64 49.73 0.09 0.2% 52.79
Range 2.19 2.18 -0.01 -0.5% 3.75
ATR 3.26 3.18 -0.08 -2.4% 0.00
Volume 9,360 17,707 8,347 89.2% 59,772
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.01 55.05 50.93
R3 53.83 52.87 50.33
R2 51.65 51.65 50.13
R1 50.69 50.69 49.93 51.17
PP 49.47 49.47 49.47 49.71
S1 48.51 48.51 49.53 48.99
S2 47.29 47.29 49.33
S3 45.11 46.33 49.13
S4 42.93 44.15 48.53
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 48.25 6.91 13.9% 2.66 5.3% 21% False True 13,579
10 59.10 48.25 10.85 21.8% 2.62 5.3% 14% False True 12,226
20 60.72 43.67 17.05 34.3% 3.07 6.2% 36% False False 10,031
40 61.20 43.67 17.53 35.3% 3.01 6.1% 35% False False 7,838
60 76.25 43.67 32.58 65.5% 2.75 5.5% 19% False False 6,250
80 107.23 43.67 63.56 127.8% 2.42 4.9% 10% False False 5,252
100 118.21 43.67 74.54 149.9% 2.16 4.3% 8% False False 4,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.70
2.618 56.14
1.618 53.96
1.000 52.61
0.618 51.78
HIGH 50.43
0.618 49.60
0.500 49.34
0.382 49.08
LOW 48.25
0.618 46.90
1.000 46.07
1.618 44.72
2.618 42.54
4.250 38.99
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 49.60 51.49
PP 49.47 50.90
S1 49.34 50.32

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

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