NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 59.82 54.63 -5.19 -8.7% 49.06
High 60.00 55.19 -4.81 -8.0% 56.15
Low 55.38 54.43 -0.95 -1.7% 48.00
Close 55.40 55.11 -0.29 -0.5% 56.78
Range 4.62 0.76 -3.86 -83.5% 8.15
ATR 2.46 2.35 -0.11 -4.3% 0.00
Volume 3,194 4,740 1,546 48.4% 5,826
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.19 56.91 55.53
R3 56.43 56.15 55.32
R2 55.67 55.67 55.25
R1 55.39 55.39 55.18 55.53
PP 54.91 54.91 54.91 54.98
S1 54.63 54.63 55.04 54.77
S2 54.15 54.15 54.97
S3 53.39 53.87 54.90
S4 52.63 53.11 54.69
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.09 75.59 61.26
R3 69.94 67.44 59.02
R2 61.79 61.79 58.27
R1 59.29 59.29 57.53 60.54
PP 53.64 53.64 53.64 54.27
S1 51.14 51.14 56.03 52.39
S2 45.49 45.49 55.29
S3 37.34 42.99 54.54
S4 29.19 34.84 52.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.48 53.87 6.61 12.0% 2.11 3.8% 19% False False 3,214
10 60.48 44.75 15.73 28.5% 2.16 3.9% 66% False False 2,388
20 60.48 44.75 15.73 28.5% 1.61 2.9% 66% False False 2,933
40 66.38 44.75 21.63 39.2% 1.23 2.2% 48% False False 2,589
60 83.75 44.75 39.00 70.8% 1.41 2.6% 27% False False 2,292
80 109.67 44.75 64.92 117.8% 1.24 2.3% 16% False False 1,905
100 123.71 44.75 78.96 143.3% 1.06 1.9% 13% False False 1,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.42
2.618 57.18
1.618 56.42
1.000 55.95
0.618 55.66
HIGH 55.19
0.618 54.90
0.500 54.81
0.382 54.72
LOW 54.43
0.618 53.96
1.000 53.67
1.618 53.20
2.618 52.44
4.250 51.20
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 55.01 57.46
PP 54.91 56.67
S1 54.81 55.89

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

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