NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 47.04 48.40 1.36 2.9% 38.40
High 49.28 50.47 1.19 2.4% 46.74
Low 45.56 47.60 2.04 4.5% 36.94
Close 48.81 48.58 -0.23 -0.5% 46.34
Range 3.72 2.87 -0.85 -22.8% 9.80
ATR 4.34 4.23 -0.10 -2.4% 0.00
Volume 184,679 258,762 74,083 40.1% 541,018
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.49 55.91 50.16
R3 54.62 53.04 49.37
R2 51.75 51.75 49.11
R1 50.17 50.17 48.84 50.96
PP 48.88 48.88 48.88 49.28
S1 47.30 47.30 48.32 48.09
S2 46.01 46.01 48.05
S3 43.14 44.43 47.79
S4 40.27 41.56 47.00
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 72.74 69.34 51.73
R3 62.94 59.54 49.04
R2 53.14 53.14 48.14
R1 49.74 49.74 47.24 51.44
PP 43.34 43.34 43.34 44.19
S1 39.94 39.94 45.44 41.64
S2 33.54 33.54 44.54
S3 23.74 30.14 43.65
S4 13.94 20.34 40.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.47 36.94 13.53 27.9% 4.67 9.6% 86% True False 183,981
10 50.47 35.13 15.34 31.6% 4.21 8.7% 88% True False 156,803
20 52.95 35.13 17.82 36.7% 4.12 8.5% 75% False False 161,460
40 67.23 35.13 32.10 66.1% 4.04 8.3% 42% False False 102,444
60 85.78 35.13 50.65 104.3% 4.40 9.1% 27% False False 74,237
80 109.44 35.13 74.31 153.0% 4.55 9.4% 18% False False 58,281
100 123.65 35.13 88.52 182.2% 4.39 9.0% 15% False False 47,475
120 138.64 35.13 103.51 213.1% 4.17 8.6% 13% False False 40,057
Crabel Price Patterns
NR True
NR4 True
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 1.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.67
2.618 57.98
1.618 55.11
1.000 53.34
0.618 52.24
HIGH 50.47
0.618 49.37
0.500 49.04
0.382 48.70
LOW 47.60
0.618 45.83
1.000 44.73
1.618 42.96
2.618 40.09
4.250 35.40
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 49.04 47.64
PP 48.88 46.70
S1 48.73 45.76

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

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