NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 55.84 52.32 -3.52 -6.3% 54.25
High 56.04 52.78 -3.26 -5.8% 57.15
Low 54.81 50.90 -3.91 -7.1% 53.67
Close 54.81 51.51 -3.30 -6.0% 54.81
Range 1.23 1.88 0.65 52.8% 3.48
ATR
Volume 4,279 3,574 -705 -16.5% 18,481
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.37 56.32 52.54
R3 55.49 54.44 52.03
R2 53.61 53.61 51.85
R1 52.56 52.56 51.68 52.15
PP 51.73 51.73 51.73 51.52
S1 50.68 50.68 51.34 50.27
S2 49.85 49.85 51.17
S3 47.97 48.80 50.99
S4 46.09 46.92 50.48
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 50.90 6.25 12.1% 1.97 3.8% 10% False True 3,830
10 61.90 50.90 11.00 21.4% 1.85 3.6% 6% False True 3,619
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 False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.77
2.618 57.70
1.618 55.82
1.000 54.66
0.618 53.94
HIGH 52.78
0.618 52.06
0.500 51.84
0.382 51.62
LOW 50.90
0.618 49.74
1.000 49.02
1.618 47.86
2.618 45.98
4.250 42.91
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 51.84 54.03
PP 51.73 53.19
S1 51.62 52.35

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

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