NYMEX Light Sweet Crude Oil Future March 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 43.36 40.90 -2.46 -5.7% 45.66
High 44.48 43.79 -0.69 -1.6% 46.20
Low 42.03 39.11 -2.92 -6.9% 40.91
Close 42.57 40.84 -1.73 -4.1% 42.57
Range 2.45 4.68 2.23 91.0% 5.29
ATR 3.88 3.93 0.06 1.5% 0.00
Volume 272,603 258,845 -13,758 -5.0% 1,122,568
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.29 52.74 43.41
R3 50.61 48.06 42.13
R2 45.93 45.93 41.70
R1 43.38 43.38 41.27 42.32
PP 41.25 41.25 41.25 40.71
S1 38.70 38.70 40.41 37.64
S2 36.57 36.57 39.98
S3 31.89 34.02 39.55
S4 27.21 29.34 38.27
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.10 56.12 45.48
R3 53.81 50.83 44.02
R2 48.52 48.52 43.54
R1 45.54 45.54 43.05 44.39
PP 43.23 43.23 43.23 42.65
S1 40.25 40.25 42.09 39.10
S2 37.94 37.94 41.60
S3 32.65 34.96 41.12
S4 27.36 29.67 39.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.92 39.11 6.81 16.7% 3.65 8.9% 25% False True 241,641
10 54.74 39.11 15.63 38.3% 3.66 9.0% 11% False True 196,343
20 54.74 38.00 16.74 41.0% 3.86 9.5% 17% False False 122,622
40 58.48 38.00 20.48 50.1% 3.96 9.7% 14% False False 81,763
60 73.54 38.00 35.54 87.0% 4.07 10.0% 8% False False 59,438
80 107.60 38.00 69.60 170.4% 4.29 10.5% 4% False False 46,631
100 121.38 38.00 83.38 204.2% 4.26 10.4% 3% False False 38,413
120 128.22 38.00 90.22 220.9% 3.99 9.8% 3% False False 32,358
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 0.89
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 63.68
2.618 56.04
1.618 51.36
1.000 48.47
0.618 46.68
HIGH 43.79
0.618 42.00
0.500 41.45
0.382 40.90
LOW 39.11
0.618 36.22
1.000 34.43
1.618 31.54
2.618 26.86
4.250 19.22
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 41.45 42.19
PP 41.25 41.74
S1 41.04 41.29

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

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