NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 51.56 54.06 2.50 4.8% 57.50
High 54.52 54.70 0.18 0.3% 60.72
Low 51.54 51.99 0.45 0.9% 52.72
Close 53.94 53.83 -0.11 -0.2% 54.13
Range 2.98 2.71 -0.27 -9.1% 8.00
ATR 3.27 3.23 -0.04 -1.2% 0.00
Volume 8,267 14,693 6,426 77.7% 56,160
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.64 60.44 55.32
R3 58.93 57.73 54.58
R2 56.22 56.22 54.33
R1 55.02 55.02 54.08 54.27
PP 53.51 53.51 53.51 53.13
S1 52.31 52.31 53.58 51.56
S2 50.80 50.80 53.33
S3 48.09 49.60 53.08
S4 45.38 46.89 52.34
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 55.24 51.54 3.70 6.9% 2.15 4.0% 62% False False 11,606
10 60.72 47.61 13.11 24.4% 3.46 6.4% 47% False False 10,695
20 60.72 43.67 17.05 31.7% 3.07 5.7% 60% False False 8,847
40 64.57 43.67 20.90 38.8% 2.99 5.6% 49% False False 6,815
60 78.55 43.67 34.88 64.8% 2.66 4.9% 29% False False 5,494
80 110.25 43.67 66.58 123.7% 2.34 4.3% 15% False False 4,633
100 120.29 43.67 76.62 142.3% 2.09 3.9% 13% False False 3,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.22
2.618 61.79
1.618 59.08
1.000 57.41
0.618 56.37
HIGH 54.70
0.618 53.66
0.500 53.35
0.382 53.03
LOW 51.99
0.618 50.32
1.000 49.28
1.618 47.61
2.618 44.90
4.250 40.47
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 53.67 53.59
PP 53.51 53.36
S1 53.35 53.12

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

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