NYMEX Light Sweet Crude Oil Future November 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 57.45 53.20 -4.25 -7.4% 57.92
High 58.00 54.00 -4.00 -6.9% 58.00
Low 56.45 52.70 -3.75 -6.6% 55.52
Close 56.67 53.27 -3.40 -6.0% 56.67
Range 1.55 1.30 -0.25 -16.1% 2.48
ATR
Volume 3,066 1,821 -1,245 -40.6% 15,818
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.22 56.55 53.99
R3 55.92 55.25 53.63
R2 54.62 54.62 53.51
R1 53.95 53.95 53.39 54.29
PP 53.32 53.32 53.32 53.49
S1 52.65 52.65 53.15 52.99
S2 52.02 52.02 53.03
S3 50.72 51.35 52.91
S4 49.42 50.05 52.56
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.17 62.90 58.03
R3 61.69 60.42 57.35
R2 59.21 59.21 57.12
R1 57.94 57.94 56.90 57.34
PP 56.73 56.73 56.73 56.43
S1 55.46 55.46 56.44 54.86
S2 54.25 54.25 56.22
S3 51.77 52.98 55.99
S4 49.29 50.50 55.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.00 52.70 5.30 9.9% 1.39 2.6% 11% False True 3,025
10 63.22 52.70 10.52 19.7% 1.43 2.7% 5% False True 2,870
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 False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.53
2.618 57.40
1.618 56.10
1.000 55.30
0.618 54.80
HIGH 54.00
0.618 53.50
0.500 53.35
0.382 53.20
LOW 52.70
0.618 51.90
1.000 51.40
1.618 50.60
2.618 49.30
4.250 47.18
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 53.35 55.35
PP 53.32 54.66
S1 53.30 53.96

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

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