NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 51.30 51.40 0.10 0.2% 52.04
High 51.98 52.94 0.96 1.8% 54.24
Low 50.32 50.90 0.58 1.2% 49.62
Close 51.52 51.17 -0.35 -0.7% 51.17
Range 1.66 2.04 0.38 22.9% 4.62
ATR 3.04 2.97 -0.07 -2.4% 0.00
Volume 12,038 10,673 -1,365 -11.3% 63,491
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.79 56.52 52.29
R3 55.75 54.48 51.73
R2 53.71 53.71 51.54
R1 52.44 52.44 51.36 52.06
PP 51.67 51.67 51.67 51.48
S1 50.40 50.40 50.98 50.02
S2 49.63 49.63 50.80
S3 47.59 48.36 50.61
S4 45.55 46.32 50.05
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.54 62.97 53.71
R3 60.92 58.35 52.44
R2 56.30 56.30 52.02
R1 53.73 53.73 51.59 52.71
PP 51.68 51.68 51.68 51.16
S1 49.11 49.11 50.75 48.09
S2 47.06 47.06 50.32
S3 42.44 44.49 49.90
S4 37.82 39.87 48.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.24 49.62 4.62 9.0% 2.49 4.9% 34% False False 12,698
10 54.72 48.25 6.47 12.6% 2.58 5.0% 45% False False 12,985
20 60.72 48.25 12.47 24.4% 2.84 5.6% 23% False False 12,054
40 60.72 43.67 17.05 33.3% 3.03 5.9% 44% False False 9,429
60 76.25 43.67 32.58 63.7% 2.86 5.6% 23% False False 7,409
80 91.66 43.67 47.99 93.8% 2.63 5.1% 16% False False 6,203
100 110.25 43.67 66.58 130.1% 2.32 4.5% 11% False False 5,210
120 123.73 43.67 80.06 156.5% 1.99 3.9% 9% False False 4,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.61
2.618 58.28
1.618 56.24
1.000 54.98
0.618 54.20
HIGH 52.94
0.618 52.16
0.500 51.92
0.382 51.68
LOW 50.90
0.618 49.64
1.000 48.86
1.618 47.60
2.618 45.56
4.250 42.23
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 51.92 51.41
PP 51.67 51.33
S1 51.42 51.25

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

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