NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 48.90 53.87 4.97 10.2% 49.06
High 55.57 56.15 0.58 1.0% 56.15
Low 48.90 53.87 4.97 10.2% 48.00
Close 55.36 56.78 1.42 2.6% 56.78
Range 6.67 2.28 -4.39 -65.8% 8.15
ATR 2.39 2.39 -0.01 -0.3% 0.00
Volume 769 2,879 2,110 274.4% 5,826
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.44 61.89 58.03
R3 60.16 59.61 57.41
R2 57.88 57.88 57.20
R1 57.33 57.33 56.99 57.61
PP 55.60 55.60 55.60 55.74
S1 55.05 55.05 56.57 55.33
S2 53.32 53.32 56.36
S3 51.04 52.77 56.15
S4 48.76 50.49 55.53
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.09 75.59 61.26
R3 69.94 67.44 59.02
R2 61.79 61.79 58.27
R1 59.29 59.29 57.53 60.54
PP 53.64 53.64 53.64 54.27
S1 51.14 51.14 56.03 52.39
S2 45.49 45.49 55.29
S3 37.34 42.99 54.54
S4 29.19 34.84 52.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.15 47.43 8.72 15.4% 2.20 3.9% 107% True False 1,232
10 56.15 44.75 11.40 20.1% 1.58 2.8% 106% True False 2,981
20 57.29 44.75 12.54 22.1% 1.34 2.4% 96% False False 2,908
40 72.08 44.75 27.33 48.1% 1.23 2.2% 44% False False 2,368
60 89.88 44.75 45.13 79.5% 1.36 2.4% 27% False False 2,132
80 109.67 44.75 64.92 114.3% 1.21 2.1% 19% False False 1,752
100 123.71 44.75 78.96 139.1% 0.97 1.7% 15% False False 1,471
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.84
2.618 62.12
1.618 59.84
1.000 58.43
0.618 57.56
HIGH 56.15
0.618 55.28
0.500 55.01
0.382 54.74
LOW 53.87
0.618 52.46
1.000 51.59
1.618 50.18
2.618 47.90
4.250 44.18
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 56.19 55.36
PP 55.60 53.94
S1 55.01 52.53

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

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