NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 49.84 49.76 -0.08 -0.2% 50.12
High 50.62 53.13 2.51 5.0% 53.13
Low 48.37 48.80 0.43 0.9% 48.25
Close 50.01 53.04 3.03 6.1% 53.04
Range 2.25 4.33 2.08 92.4% 4.88
ATR 3.12 3.20 0.09 2.8% 0.00
Volume 13,988 13,239 -749 -5.4% 54,294
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.65 63.17 55.42
R3 60.32 58.84 54.23
R2 55.99 55.99 53.83
R1 54.51 54.51 53.44 55.25
PP 51.66 51.66 51.66 52.03
S1 50.18 50.18 52.64 50.92
S2 47.33 47.33 52.25
S3 43.00 45.85 51.85
S4 38.67 41.52 50.66
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.11 64.46 55.72
R3 61.23 59.58 54.38
R2 56.35 56.35 53.93
R1 54.70 54.70 53.49 55.53
PP 51.47 51.47 51.47 51.89
S1 49.82 49.82 52.59 50.65
S2 46.59 46.59 52.15
S3 41.71 44.94 51.70
S4 36.83 40.06 50.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.72 48.25 6.47 12.2% 2.68 5.1% 74% False False 13,272
10 55.16 48.25 6.91 13.0% 2.55 4.8% 69% False False 12,589
20 60.72 43.67 17.05 32.1% 3.09 5.8% 55% False False 10,523
40 61.20 43.67 17.53 33.1% 3.02 5.7% 53% False False 8,323
60 76.25 43.67 32.58 61.4% 2.80 5.3% 29% False False 6,547
80 102.25 43.67 58.58 110.4% 2.50 4.7% 16% False False 5,567
100 113.84 43.67 70.17 132.3% 2.22 4.2% 13% False False 4,598
120 123.73 43.67 80.06 150.9% 1.89 3.6% 12% False False 3,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 71.53
2.618 64.47
1.618 60.14
1.000 57.46
0.618 55.81
HIGH 53.13
0.618 51.48
0.500 50.97
0.382 50.45
LOW 48.80
0.618 46.12
1.000 44.47
1.618 41.79
2.618 37.46
4.250 30.40
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 52.35 52.26
PP 51.66 51.47
S1 50.97 50.69

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

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