NYMEX Light Sweet Crude Oil Future November 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 55.69 53.05 -2.64 -4.7% 53.20
High 56.63 53.05 -3.58 -6.3% 55.46
Low 54.98 53.05 -1.93 -3.5% 52.25
Close 54.65 52.98 -1.67 -3.1% 55.85
Range 1.65 0.00 -1.65 -100.0% 3.21
ATR 1.92 1.90 -0.02 -1.2% 0.00
Volume 4,219 3,800 -419 -9.9% 14,845
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.03 53.00 52.98
R3 53.03 53.00 52.98
R2 53.03 53.03 52.98
R1 53.00 53.00 52.98 53.02
PP 53.03 53.03 53.03 53.03
S1 53.00 53.00 52.98 53.02
S2 53.03 53.03 52.98
S3 53.03 53.00 52.98
S4 53.03 53.00 52.98
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.15 63.21 57.62
R3 60.94 60.00 56.73
R2 57.73 57.73 56.44
R1 56.79 56.79 56.14 57.26
PP 54.52 54.52 54.52 54.76
S1 53.58 53.58 55.56 54.05
S2 51.31 51.31 55.26
S3 48.10 50.37 54.97
S4 44.89 47.16 54.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.63 52.25 4.38 8.3% 1.17 2.2% 17% False False 4,208
10 58.00 52.25 5.75 10.9% 1.28 2.4% 13% False False 3,617
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.05
2.618 53.05
1.618 53.05
1.000 53.05
0.618 53.05
HIGH 53.05
0.618 53.05
0.500 53.05
0.382 53.05
LOW 53.05
0.618 53.05
1.000 53.05
1.618 53.05
2.618 53.05
4.250 53.05
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 53.05 54.52
PP 53.03 54.00
S1 53.00 53.49

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

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