NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 38.72 37.34 -1.38 -3.6% 47.04
High 39.45 37.99 -1.46 -3.7% 50.47
Low 35.52 33.20 -2.32 -6.5% 39.38
Close 37.28 35.40 -1.88 -5.0% 40.83
Range 3.93 4.79 0.86 21.9% 11.09
ATR 4.11 4.16 0.05 1.2% 0.00
Volume 340,615 311,078 -29,537 -8.7% 1,393,495
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 49.90 47.44 38.03
R3 45.11 42.65 36.72
R2 40.32 40.32 36.28
R1 37.86 37.86 35.84 36.70
PP 35.53 35.53 35.53 34.95
S1 33.07 33.07 34.96 31.91
S2 30.74 30.74 34.52
S3 25.95 28.28 34.08
S4 21.16 23.49 32.77
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.83 69.92 46.93
R3 65.74 58.83 43.88
R2 54.65 54.65 42.86
R1 47.74 47.74 41.85 45.65
PP 43.56 43.56 43.56 42.52
S1 36.65 36.65 39.81 34.56
S2 32.47 32.47 38.80
S3 21.38 25.56 37.78
S4 10.29 14.47 34.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.70 33.20 9.50 26.8% 3.75 10.6% 23% False True 302,887
10 50.47 33.20 17.27 48.8% 4.08 11.5% 13% False True 278,404
20 50.47 33.20 17.27 48.8% 4.08 11.5% 13% False True 218,145
40 57.24 33.20 24.04 67.9% 4.03 11.4% 9% False True 151,543
60 76.49 33.20 43.29 122.3% 4.31 12.2% 5% False True 108,643
80 108.83 33.20 75.63 213.6% 4.50 12.7% 3% False True 84,440
100 121.18 33.20 87.98 248.5% 4.39 12.4% 3% False True 68,846
120 129.51 33.20 96.31 272.1% 4.27 12.1% 2% False True 57,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.35
2.618 50.53
1.618 45.74
1.000 42.78
0.618 40.95
HIGH 37.99
0.618 36.16
0.500 35.60
0.382 35.03
LOW 33.20
0.618 30.24
1.000 28.41
1.618 25.45
2.618 20.66
4.250 12.84
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 35.60 36.35
PP 35.53 36.03
S1 35.47 35.72

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

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