NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 54.50 56.29 1.79 3.3% 56.89
High 55.11 56.29 1.18 2.1% 60.48
Low 53.52 52.63 -0.89 -1.7% 53.84
Close 54.86 54.80 -0.06 -0.1% 55.22
Range 1.59 3.66 2.07 130.2% 6.64
ATR 2.18 2.28 0.11 4.9% 0.00
Volume 5,783 4,997 -786 -13.6% 17,695
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.55 63.84 56.81
R3 61.89 60.18 55.81
R2 58.23 58.23 55.47
R1 56.52 56.52 55.14 55.55
PP 54.57 54.57 54.57 54.09
S1 52.86 52.86 54.46 51.89
S2 50.91 50.91 54.13
S3 47.25 49.20 53.79
S4 43.59 45.54 52.79
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 56.29 52.63 3.66 6.7% 1.48 2.7% 59% True True 4,902
10 60.48 52.63 7.85 14.3% 1.79 3.3% 28% False True 4,058
20 60.48 44.75 15.73 28.7% 1.63 3.0% 64% False False 3,543
40 62.08 44.75 17.33 31.6% 1.23 2.2% 58% False False 3,017
60 76.95 44.75 32.20 58.8% 1.42 2.6% 31% False False 2,603
80 108.14 44.75 63.39 115.7% 1.27 2.3% 16% False False 2,192
100 119.89 44.75 75.14 137.1% 1.13 2.1% 13% False False 1,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 71.85
2.618 65.87
1.618 62.21
1.000 59.95
0.618 58.55
HIGH 56.29
0.618 54.89
0.500 54.46
0.382 54.03
LOW 52.63
0.618 50.37
1.000 48.97
1.618 46.71
2.618 43.05
4.250 37.08
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 54.69 54.69
PP 54.57 54.57
S1 54.46 54.46

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

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