NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 59.10 54.44 -4.66 -7.9% 49.32
High 59.10 55.24 -3.86 -6.5% 55.84
Low 54.17 52.82 -1.35 -2.5% 46.55
Close 54.41 54.09 -0.32 -0.6% 55.80
Range 4.93 2.42 -2.51 -50.9% 9.29
ATR 3.60 3.51 -0.08 -2.3% 0.00
Volume 11,032 12,572 1,540 14.0% 28,479
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.31 60.12 55.42
R3 58.89 57.70 54.76
R2 56.47 56.47 54.53
R1 55.28 55.28 54.31 54.67
PP 54.05 54.05 54.05 53.74
S1 52.86 52.86 53.87 52.25
S2 51.63 51.63 53.65
S3 49.21 50.44 53.42
S4 46.79 48.02 52.76
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 80.60 77.49 60.91
R3 71.31 68.20 58.35
R2 62.02 62.02 57.50
R1 58.91 58.91 56.65 60.47
PP 52.73 52.73 52.73 53.51
S1 49.62 49.62 54.95 51.18
S2 43.44 43.44 54.10
S3 34.15 40.33 53.25
S4 24.86 31.04 50.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.72 50.86 9.86 18.2% 3.78 7.0% 33% False False 10,341
10 60.72 43.67 17.05 31.5% 3.64 6.7% 61% False False 8,457
20 60.72 43.67 17.05 31.5% 3.48 6.4% 61% False False 7,984
40 66.15 43.67 22.48 41.6% 2.99 5.5% 46% False False 6,004
60 85.30 43.67 41.63 77.0% 2.66 4.9% 25% False False 4,968
80 110.25 43.67 66.58 123.1% 2.36 4.4% 16% False False 4,114
100 123.73 43.67 80.06 148.0% 2.01 3.7% 13% False False 3,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.55
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.53
2.618 61.58
1.618 59.16
1.000 57.66
0.618 56.74
HIGH 55.24
0.618 54.32
0.500 54.03
0.382 53.74
LOW 52.82
0.618 51.32
1.000 50.40
1.618 48.90
2.618 46.48
4.250 42.54
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 54.07 56.77
PP 54.05 55.88
S1 54.03 54.98

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

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