NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 49.76 52.04 2.28 4.6% 50.12
High 53.13 54.24 1.11 2.1% 53.13
Low 48.80 51.77 2.97 6.1% 48.25
Close 53.04 51.96 -1.08 -2.0% 53.04
Range 4.33 2.47 -1.86 -43.0% 4.88
ATR 3.20 3.15 -0.05 -1.6% 0.00
Volume 13,239 11,907 -1,332 -10.1% 54,294
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.07 58.48 53.32
R3 57.60 56.01 52.64
R2 55.13 55.13 52.41
R1 53.54 53.54 52.19 53.10
PP 52.66 52.66 52.66 52.44
S1 51.07 51.07 51.73 50.63
S2 50.19 50.19 51.51
S3 47.72 48.60 51.28
S4 45.25 46.13 50.60
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 54.24 48.25 5.99 11.5% 2.68 5.2% 62% True False 13,240
10 55.16 48.25 6.91 13.3% 2.64 5.1% 54% False False 12,597
20 60.72 44.08 16.64 32.0% 3.08 5.9% 47% False False 10,758
40 61.20 43.67 17.53 33.7% 3.04 5.9% 47% False False 8,499
60 76.25 43.67 32.58 62.7% 2.80 5.4% 25% False False 6,721
80 99.62 43.67 55.95 107.7% 2.52 4.9% 15% False False 5,682
100 113.00 43.67 69.33 133.4% 2.22 4.3% 12% False False 4,715
120 123.73 43.67 80.06 154.1% 1.91 3.7% 10% False False 4,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.74
2.618 60.71
1.618 58.24
1.000 56.71
0.618 55.77
HIGH 54.24
0.618 53.30
0.500 53.01
0.382 52.71
LOW 51.77
0.618 50.24
1.000 49.30
1.618 47.77
2.618 45.30
4.250 41.27
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 53.01 51.74
PP 52.66 51.52
S1 52.31 51.31

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

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