NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 55.95 53.16 -2.79 -5.0% 53.33
High 55.95 53.16 -2.79 -5.0% 54.91
Low 54.36 52.26 -2.10 -3.9% 51.11
Close 54.00 52.24 -1.76 -3.3% 55.19
Range 1.59 0.90 -0.69 -43.4% 3.80
ATR 1.68 1.69 0.00 0.2% 0.00
Volume 4,287 3,725 -562 -13.1% 15,323
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.25 54.65 52.74
R3 54.35 53.75 52.49
R2 53.45 53.45 52.41
R1 52.85 52.85 52.32 52.70
PP 52.55 52.55 52.55 52.48
S1 51.95 51.95 52.16 51.80
S2 51.65 51.65 52.08
S3 50.75 51.05 51.99
S4 49.85 50.15 51.75
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 9.3% 1.66 3.2% 23% False False 4,300
10 56.95 51.11 5.84 11.2% 1.47 2.8% 19% False False 3,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.09
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 56.99
2.618 55.52
1.618 54.62
1.000 54.06
0.618 53.72
HIGH 53.16
0.618 52.82
0.500 52.71
0.382 52.60
LOW 52.26
0.618 51.70
1.000 51.36
1.618 50.80
2.618 49.90
4.250 48.44
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 52.71 53.71
PP 52.55 53.22
S1 52.40 52.73

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

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