NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 55.50 54.50 -1.00 -1.8% 56.89
High 55.50 55.11 -0.39 -0.7% 60.48
Low 54.28 53.52 -0.76 -1.4% 53.84
Close 54.99 54.86 -0.13 -0.2% 55.22
Range 1.22 1.59 0.37 30.3% 6.64
ATR 2.22 2.18 -0.05 -2.0% 0.00
Volume 3,841 5,783 1,942 50.6% 17,695
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.27 58.65 55.73
R3 57.68 57.06 55.30
R2 56.09 56.09 55.15
R1 55.47 55.47 55.01 55.78
PP 54.50 54.50 54.50 54.65
S1 53.88 53.88 54.71 54.19
S2 52.91 52.91 54.57
S3 51.32 52.29 54.42
S4 49.73 50.70 53.99
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.43 72.47 58.87
R3 69.79 65.83 57.05
R2 63.15 63.15 56.44
R1 59.19 59.19 55.83 57.85
PP 56.51 56.51 56.51 55.85
S1 52.55 52.55 54.61 51.21
S2 49.87 49.87 54.00
S3 43.23 45.91 53.39
S4 36.59 39.27 51.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.50 53.51 1.99 3.6% 0.90 1.6% 68% False False 4,851
10 60.48 48.90 11.58 21.1% 2.09 3.8% 51% False False 3,635
20 60.48 44.75 15.73 28.7% 1.51 2.7% 64% False False 3,407
40 65.09 44.75 20.34 37.1% 1.22 2.2% 50% False False 2,939
60 79.03 44.75 34.28 62.5% 1.41 2.6% 29% False False 2,566
80 109.67 44.75 64.92 118.3% 1.23 2.2% 16% False False 2,131
100 119.89 44.75 75.14 137.0% 1.09 2.0% 13% False False 1,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.87
2.618 59.27
1.618 57.68
1.000 56.70
0.618 56.09
HIGH 55.11
0.618 54.50
0.500 54.32
0.382 54.13
LOW 53.52
0.618 52.54
1.000 51.93
1.618 50.95
2.618 49.36
4.250 46.76
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 54.68 54.74
PP 54.50 54.62
S1 54.32 54.51

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

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