NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 52.62 51.56 -1.06 -2.0% 57.50
High 52.93 54.52 1.59 3.0% 60.72
Low 51.88 51.54 -0.34 -0.7% 52.72
Close 52.33 53.94 1.61 3.1% 54.13
Range 1.05 2.98 1.93 183.8% 8.00
ATR 3.30 3.27 -0.02 -0.7% 0.00
Volume 10,675 8,267 -2,408 -22.6% 56,160
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.27 61.09 55.58
R3 59.29 58.11 54.76
R2 56.31 56.31 54.49
R1 55.13 55.13 54.21 55.72
PP 53.33 53.33 53.33 53.63
S1 52.15 52.15 53.67 52.74
S2 50.35 50.35 53.39
S3 47.37 49.17 53.12
S4 44.39 46.19 52.30
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.86 74.99 58.53
R3 71.86 66.99 56.33
R2 63.86 63.86 55.60
R1 58.99 58.99 54.86 57.43
PP 55.86 55.86 55.86 55.07
S1 50.99 50.99 53.40 49.43
S2 47.86 47.86 52.66
S3 39.86 42.99 51.93
S4 31.86 34.99 49.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.10 51.54 7.56 14.0% 2.59 4.8% 32% False True 10,874
10 60.72 47.39 13.33 24.7% 3.36 6.2% 49% False False 9,852
20 60.72 43.67 17.05 31.6% 3.18 5.9% 60% False False 8,341
40 64.57 43.67 20.90 38.7% 2.97 5.5% 49% False False 6,569
60 78.55 43.67 34.88 64.7% 2.62 4.9% 29% False False 5,332
80 110.25 43.67 66.58 123.4% 2.33 4.3% 15% False False 4,461
100 123.73 43.67 80.06 148.4% 2.07 3.8% 13% False False 3,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.19
2.618 62.32
1.618 59.34
1.000 57.50
0.618 56.36
HIGH 54.52
0.618 53.38
0.500 53.03
0.382 52.68
LOW 51.54
0.618 49.70
1.000 48.56
1.618 46.72
2.618 43.74
4.250 38.88
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 53.64 53.64
PP 53.33 53.33
S1 53.03 53.03

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

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