NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 50.60 50.99 0.39 0.8% 53.00
High 51.50 53.81 2.31 4.5% 53.81
Low 49.28 49.93 0.65 1.3% 49.28
Close 50.85 53.81 2.96 5.8% 53.81
Range 2.22 3.88 1.66 74.8% 4.53
ATR 2.25 2.37 0.12 5.2% 0.00
Volume 5,444 8,032 2,588 47.5% 26,118
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.16 62.86 55.94
R3 60.28 58.98 54.88
R2 56.40 56.40 54.52
R1 55.10 55.10 54.17 55.75
PP 52.52 52.52 52.52 52.84
S1 51.22 51.22 53.45 51.87
S2 48.64 48.64 53.10
S3 44.76 47.34 52.74
S4 40.88 43.46 51.68
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.89 64.38 56.30
R3 61.36 59.85 55.06
R2 56.83 56.83 54.64
R1 55.32 55.32 54.23 56.08
PP 52.30 52.30 52.30 52.68
S1 50.79 50.79 53.39 51.55
S2 47.77 47.77 52.98
S3 43.24 46.26 52.56
S4 38.71 41.73 51.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.29 49.28 6.01 11.2% 2.33 4.3% 75% False False 6,302
10 56.29 49.28 7.01 13.0% 1.91 3.5% 65% False False 5,602
20 60.48 44.75 15.73 29.2% 2.03 3.8% 58% False False 3,995
40 62.08 44.75 17.33 32.2% 1.35 2.5% 52% False False 3,564
60 76.95 44.75 32.20 59.8% 1.50 2.8% 28% False False 2,978
80 102.52 44.75 57.77 107.4% 1.42 2.6% 16% False False 2,559
100 114.02 44.75 69.27 128.7% 1.25 2.3% 13% False False 2,119
120 123.71 44.75 78.96 146.7% 1.04 1.9% 11% False False 1,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.30
2.618 63.97
1.618 60.09
1.000 57.69
0.618 56.21
HIGH 53.81
0.618 52.33
0.500 51.87
0.382 51.41
LOW 49.93
0.618 47.53
1.000 46.05
1.618 43.65
2.618 39.77
4.250 33.44
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 53.16 53.06
PP 52.52 52.30
S1 51.87 51.55

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

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