NYMEX Light Sweet Crude Oil Future September 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 55.58 55.84 0.26 0.5% 54.25
High 57.15 56.04 -1.11 -1.9% 57.15
Low 53.67 54.81 1.14 2.1% 53.67
Close 55.72 54.81 -0.91 -1.6% 54.81
Range 3.48 1.23 -2.25 -64.7% 3.48
ATR
Volume 3,748 4,279 531 14.2% 18,481
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.91 58.09 55.49
R3 57.68 56.86 55.15
R2 56.45 56.45 55.04
R1 55.63 55.63 54.92 55.43
PP 55.22 55.22 55.22 55.12
S1 54.40 54.40 54.70 54.20
S2 53.99 53.99 54.58
S3 52.76 53.17 54.47
S4 51.53 51.94 54.13
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.65 63.71 56.72
R3 62.17 60.23 55.77
R2 58.69 58.69 55.45
R1 56.75 56.75 55.13 57.72
PP 55.21 55.21 55.21 55.70
S1 53.27 53.27 54.49 54.24
S2 51.73 51.73 54.17
S3 48.25 49.79 53.85
S4 44.77 46.31 52.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.15 53.67 3.48 6.3% 1.77 3.2% 33% False False 3,696
10 61.90 53.67 8.23 15.0% 1.84 3.4% 14% False False 3,407
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.27
2.618 59.26
1.618 58.03
1.000 57.27
0.618 56.80
HIGH 56.04
0.618 55.57
0.500 55.43
0.382 55.28
LOW 54.81
0.618 54.05
1.000 53.58
1.618 52.82
2.618 51.59
4.250 49.58
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 55.43 55.41
PP 55.22 55.21
S1 55.02 55.01

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

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