NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 51.25 53.02 1.77 3.5% 54.00
High 52.74 53.70 0.96 1.8% 54.45
Low 51.25 52.05 0.80 1.6% 50.71
Close 52.47 52.07 -0.40 -0.8% 52.07
Range 1.49 1.65 0.16 10.7% 3.74
ATR 2.25 2.21 -0.04 -1.9% 0.00
Volume 4,544 5,821 1,277 28.1% 31,463
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.56 56.46 52.98
R3 55.91 54.81 52.52
R2 54.26 54.26 52.37
R1 53.16 53.16 52.22 52.89
PP 52.61 52.61 52.61 52.47
S1 51.51 51.51 51.92 51.24
S2 50.96 50.96 51.77
S3 49.31 49.86 51.62
S4 47.66 48.21 51.16
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.63 61.59 54.13
R3 59.89 57.85 53.10
R2 56.15 56.15 52.76
R1 54.11 54.11 52.41 53.26
PP 52.41 52.41 52.41 51.99
S1 50.37 50.37 51.73 49.52
S2 48.67 48.67 51.38
S3 44.93 46.63 51.04
S4 41.19 42.89 50.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.45 50.71 3.74 7.2% 1.84 3.5% 36% False False 6,292
10 55.29 49.28 6.01 11.5% 2.09 4.0% 46% False False 6,297
20 60.48 49.28 11.20 21.5% 1.94 3.7% 25% False False 5,177
40 60.48 44.75 15.73 30.2% 1.58 3.0% 47% False False 4,034
60 76.95 44.75 32.20 61.8% 1.55 3.0% 23% False False 3,301
80 90.08 44.75 45.33 87.1% 1.50 2.9% 16% False False 2,865
100 109.67 44.75 64.92 124.7% 1.34 2.6% 11% False False 2,409
120 123.71 44.75 78.96 151.6% 1.12 2.1% 9% False False 2,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.71
2.618 58.02
1.618 56.37
1.000 55.35
0.618 54.72
HIGH 53.70
0.618 53.07
0.500 52.88
0.382 52.68
LOW 52.05
0.618 51.03
1.000 50.40
1.618 49.38
2.618 47.73
4.250 45.04
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 52.88 52.29
PP 52.61 52.21
S1 52.34 52.14

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

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