NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 50.99 54.00 3.01 5.9% 53.00
High 53.81 54.45 0.64 1.2% 53.81
Low 49.93 52.50 2.57 5.1% 49.28
Close 53.81 52.66 -1.15 -2.1% 53.81
Range 3.88 1.95 -1.93 -49.7% 4.53
ATR 2.37 2.34 -0.03 -1.3% 0.00
Volume 8,032 4,567 -3,465 -43.1% 26,118
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.05 57.81 53.73
R3 57.10 55.86 53.20
R2 55.15 55.15 53.02
R1 53.91 53.91 52.84 53.56
PP 53.20 53.20 53.20 53.03
S1 51.96 51.96 52.48 51.61
S2 51.25 51.25 52.30
S3 49.30 50.01 52.12
S4 47.35 48.06 51.59
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 54.45 49.28 5.17 9.8% 2.43 4.6% 65% True False 6,137
10 56.29 49.28 7.01 13.3% 2.01 3.8% 48% False False 5,608
20 60.48 47.43 13.05 24.8% 2.01 3.8% 40% False False 3,997
40 62.08 44.75 17.33 32.9% 1.40 2.7% 46% False False 3,577
60 76.95 44.75 32.20 61.1% 1.53 2.9% 25% False False 3,042
80 99.90 44.75 55.15 104.7% 1.41 2.7% 14% False False 2,612
100 113.14 44.75 68.39 129.9% 1.26 2.4% 12% False False 2,163
120 123.71 44.75 78.96 149.9% 1.06 2.0% 10% False False 1,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.74
2.618 59.56
1.618 57.61
1.000 56.40
0.618 55.66
HIGH 54.45
0.618 53.71
0.500 53.48
0.382 53.24
LOW 52.50
0.618 51.29
1.000 50.55
1.618 49.34
2.618 47.39
4.250 44.21
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 53.48 52.40
PP 53.20 52.13
S1 52.93 51.87

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

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