NYMEX Light Sweet Crude Oil Future October 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 51.46 55.95 4.49 8.7% 53.33
High 54.91 55.95 1.04 1.9% 54.91
Low 51.46 54.36 2.90 5.6% 51.11
Close 55.19 54.00 -1.19 -2.2% 55.19
Range 3.45 1.59 -1.86 -53.9% 3.80
ATR 1.69 1.68 -0.01 -0.4% 0.00
Volume 6,041 4,287 -1,754 -29.0% 15,323
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.54 58.36 54.87
R3 57.95 56.77 54.44
R2 56.36 56.36 54.29
R1 55.18 55.18 54.15 54.98
PP 54.77 54.77 54.77 54.67
S1 53.59 53.59 53.85 53.39
S2 53.18 53.18 53.71
S3 51.59 52.00 53.56
S4 50.00 50.41 53.13
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.14 63.96 57.28
R3 61.34 60.16 56.24
R2 57.54 57.54 55.89
R1 56.36 56.36 55.54 56.95
PP 53.74 53.74 53.74 54.03
S1 52.56 52.56 54.84 53.15
S2 49.94 49.94 54.49
S3 46.14 48.76 54.15
S4 42.34 44.96 53.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.95 51.11 4.84 9.0% 1.77 3.3% 60% True False 3,922
10 56.95 51.11 5.84 10.8% 1.43 2.6% 49% False False 3,556
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.71
2.618 60.11
1.618 58.52
1.000 57.54
0.618 56.93
HIGH 55.95
0.618 55.34
0.500 55.16
0.382 54.97
LOW 54.36
0.618 53.38
1.000 52.77
1.618 51.79
2.618 50.20
4.250 47.60
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 55.16 53.90
PP 54.77 53.80
S1 54.39 53.71

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

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