NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 53.17 50.49 -2.68 -5.0% 50.12
High 53.17 52.59 -0.58 -1.1% 53.13
Low 49.62 49.87 0.25 0.5% 48.25
Close 49.86 51.30 1.44 2.9% 53.04
Range 3.55 2.72 -0.83 -23.4% 4.88
ATR 3.18 3.15 -0.03 -1.0% 0.00
Volume 14,136 14,737 601 4.3% 54,294
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.41 58.08 52.80
R3 56.69 55.36 52.05
R2 53.97 53.97 51.80
R1 52.64 52.64 51.55 53.31
PP 51.25 51.25 51.25 51.59
S1 49.92 49.92 51.05 50.59
S2 48.53 48.53 50.80
S3 45.81 47.20 50.55
S4 43.09 44.48 49.80
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 48.37 5.87 11.4% 3.06 6.0% 50% False False 13,601
10 55.16 48.25 6.91 13.5% 2.86 5.6% 44% False False 13,590
20 60.72 47.39 13.33 26.0% 3.11 6.1% 29% False False 11,721
40 60.72 43.67 17.05 33.2% 3.09 6.0% 45% False False 8,994
60 76.25 43.67 32.58 63.5% 2.87 5.6% 23% False False 7,110
80 94.07 43.67 50.40 98.2% 2.60 5.1% 15% False False 6,010
100 110.25 43.67 66.58 129.8% 2.28 4.4% 11% False False 4,995
120 123.73 43.67 80.06 156.1% 1.96 3.8% 10% False False 4,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.15
2.618 59.71
1.618 56.99
1.000 55.31
0.618 54.27
HIGH 52.59
0.618 51.55
0.500 51.23
0.382 50.91
LOW 49.87
0.618 48.19
1.000 47.15
1.618 45.47
2.618 42.75
4.250 38.31
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 51.28 51.93
PP 51.25 51.72
S1 51.23 51.51

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

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