NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 53.00 52.02 -0.98 -1.8% 52.70
High 53.60 53.34 -0.26 -0.5% 53.60
Low 49.93 50.84 0.91 1.8% 49.93
Close 52.39 51.35 -1.04 -2.0% 51.35
Range 3.67 2.50 -1.17 -31.9% 3.67
ATR 3.46 3.39 -0.07 -2.0% 0.00
Volume 33,089 35,191 2,102 6.4% 152,386
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.34 57.85 52.73
R3 56.84 55.35 52.04
R2 54.34 54.34 51.81
R1 52.85 52.85 51.58 52.35
PP 51.84 51.84 51.84 51.59
S1 50.35 50.35 51.12 49.85
S2 49.34 49.34 50.89
S3 46.84 47.85 50.66
S4 44.34 45.35 49.98
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.64 60.66 53.37
R3 58.97 56.99 52.36
R2 55.30 55.30 52.02
R1 53.32 53.32 51.69 52.48
PP 51.63 51.63 51.63 51.20
S1 49.65 49.65 51.01 48.81
S2 47.96 47.96 50.68
S3 44.29 45.98 50.34
S4 40.62 42.31 49.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.60 49.93 3.67 7.1% 2.84 5.5% 39% False False 30,477
10 59.66 49.93 9.73 18.9% 3.06 6.0% 15% False False 26,929
20 59.66 42.51 17.15 33.4% 3.23 6.3% 52% False False 22,892
40 61.33 42.51 18.82 36.7% 3.41 6.6% 47% False False 22,069
60 76.00 42.51 33.49 65.2% 3.58 7.0% 26% False False 19,390
80 108.35 42.51 65.84 128.2% 3.67 7.1% 13% False False 17,125
100 121.37 42.51 78.86 153.6% 3.59 7.0% 11% False False 14,835
120 129.18 42.51 86.67 168.8% 3.40 6.6% 10% False False 12,903
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.97
2.618 59.89
1.618 57.39
1.000 55.84
0.618 54.89
HIGH 53.34
0.618 52.39
0.500 52.09
0.382 51.80
LOW 50.84
0.618 49.30
1.000 48.34
1.618 46.80
2.618 44.30
4.250 40.22
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 52.09 51.77
PP 51.84 51.63
S1 51.60 51.49

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

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