NYMEX Light Sweet Crude Oil Future October 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 56.95 53.33 -3.62 -6.4% 55.35
High 56.95 53.47 -3.48 -6.1% 56.95
Low 55.61 52.00 -3.61 -6.5% 54.77
Close 55.76 52.40 -3.36 -6.0% 55.76
Range 1.34 1.47 0.13 9.7% 2.18
ATR
Volume 2,782 1,832 -950 -34.1% 15,952
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.03 56.19 53.21
R3 55.56 54.72 52.80
R2 54.09 54.09 52.67
R1 53.25 53.25 52.53 52.94
PP 52.62 52.62 52.62 52.47
S1 51.78 51.78 52.27 51.47
S2 51.15 51.15 52.13
S3 49.68 50.31 52.00
S4 48.21 48.84 51.59
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.37 61.24 56.96
R3 60.19 59.06 56.36
R2 58.01 58.01 56.16
R1 56.88 56.88 55.96 57.45
PP 55.83 55.83 55.83 56.11
S1 54.70 54.70 55.56 55.27
S2 53.65 53.65 55.36
S3 51.47 52.52 55.16
S4 49.29 50.34 54.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.95 52.00 4.95 9.4% 1.29 2.5% 8% False True 3,164
10 61.35 52.00 9.35 17.8% 1.11 2.1% 4% False True 2,839
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.72
2.618 57.32
1.618 55.85
1.000 54.94
0.618 54.38
HIGH 53.47
0.618 52.91
0.500 52.74
0.382 52.56
LOW 52.00
0.618 51.09
1.000 50.53
1.618 49.62
2.618 48.15
4.250 45.75
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 52.74 54.48
PP 52.62 53.78
S1 52.51 53.09

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

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