NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 56.29 55.28 -1.01 -1.8% 53.54
High 56.29 55.29 -1.00 -1.8% 56.29
Low 52.63 53.82 1.19 2.3% 52.63
Close 54.80 53.82 -0.98 -1.8% 53.82
Range 3.66 1.47 -2.19 -59.8% 3.66
ATR 2.28 2.23 -0.06 -2.5% 0.00
Volume 4,997 5,392 395 7.9% 25,403
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.72 57.74 54.63
R3 57.25 56.27 54.22
R2 55.78 55.78 54.09
R1 54.80 54.80 53.95 54.56
PP 54.31 54.31 54.31 54.19
S1 53.33 53.33 53.69 53.09
S2 52.84 52.84 53.55
S3 51.37 51.86 53.42
S4 49.90 50.39 53.01
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.23 63.18 55.83
R3 61.57 59.52 54.83
R2 57.91 57.91 54.49
R1 55.86 55.86 54.16 56.89
PP 54.25 54.25 54.25 54.76
S1 52.20 52.20 53.48 53.23
S2 50.59 50.59 53.15
S3 46.93 48.54 52.81
S4 43.27 44.88 51.81
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 6.8% 1.60 3.0% 33% False False 5,080
10 60.48 52.63 7.85 14.6% 1.71 3.2% 15% False False 4,309
20 60.48 44.75 15.73 29.2% 1.64 3.1% 58% False False 3,645
40 62.08 44.75 17.33 32.2% 1.25 2.3% 52% False False 3,111
60 76.95 44.75 32.20 59.8% 1.44 2.7% 28% False False 2,679
80 108.14 44.75 63.39 117.8% 1.29 2.4% 14% False False 2,257
100 119.89 44.75 75.14 139.6% 1.14 2.1% 12% False False 1,864
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.54
2.618 59.14
1.618 57.67
1.000 56.76
0.618 56.20
HIGH 55.29
0.618 54.73
0.500 54.56
0.382 54.38
LOW 53.82
0.618 52.91
1.000 52.35
1.618 51.44
2.618 49.97
4.250 47.57
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 54.56 54.46
PP 54.31 54.25
S1 54.07 54.03

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

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