NYMEX Light Sweet Crude Oil Future December 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 58.35 57.02 -1.33 -2.3% 58.64
High 59.10 57.02 -2.08 -3.5% 59.44
Low 57.00 53.46 -3.54 -6.2% 56.28
Close 57.55 54.13 -3.42 -5.9% 57.55
Range 2.10 3.56 1.46 69.5% 3.16
ATR
Volume 19,238 16,124 -3,114 -16.2% 83,793
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.55 63.40 56.09
R3 61.99 59.84 55.11
R2 58.43 58.43 54.78
R1 56.28 56.28 54.46 55.58
PP 54.87 54.87 54.87 54.52
S1 52.72 52.72 53.80 52.02
S2 51.31 51.31 53.48
S3 47.75 49.16 53.15
S4 44.19 45.60 52.17
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.24 65.55 59.29
R3 64.08 62.39 58.42
R2 60.92 60.92 58.13
R1 59.23 59.23 57.84 58.50
PP 57.76 57.76 57.76 57.39
S1 56.07 56.07 57.26 55.34
S2 54.60 54.60 56.97
S3 51.44 52.91 56.68
S4 48.28 49.75 55.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.44 53.46 5.98 11.0% 2.82 5.2% 11% False True 17,051
10 64.09 53.46 10.63 19.6% 2.68 5.0% 6% False True 15,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 72.15
2.618 66.34
1.618 62.78
1.000 60.58
0.618 59.22
HIGH 57.02
0.618 55.66
0.500 55.24
0.382 54.82
LOW 53.46
0.618 51.26
1.000 49.90
1.618 47.70
2.618 44.14
4.250 38.33
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 55.24 56.45
PP 54.87 55.68
S1 54.50 54.90

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

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