NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 54.50 53.54 -0.96 -1.8% 56.89
High 54.72 53.55 -1.17 -2.1% 60.48
Low 53.84 53.51 -0.33 -0.6% 53.84
Close 55.22 53.44 -1.78 -3.2% 55.22
Range 0.88 0.04 -0.84 -95.5% 6.64
ATR 2.28 2.24 -0.04 -1.8% 0.00
Volume 4,501 5,390 889 19.8% 17,695
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.62 53.57 53.46
R3 53.58 53.53 53.45
R2 53.54 53.54 53.45
R1 53.49 53.49 53.44 53.50
PP 53.50 53.50 53.50 53.50
S1 53.45 53.45 53.44 53.46
S2 53.46 53.46 53.43
S3 53.42 53.41 53.43
S4 53.38 53.37 53.42
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.43 72.47 58.87
R3 69.79 65.83 57.05
R2 63.15 63.15 56.44
R1 59.19 59.19 55.83 57.85
PP 56.51 56.51 56.51 55.85
S1 52.55 52.55 54.61 51.21
S2 49.87 49.87 54.00
S3 43.23 45.91 53.39
S4 36.59 39.27 51.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.48 53.51 6.97 13.0% 1.43 2.7% -1% False True 4,233
10 60.48 48.00 12.48 23.4% 2.02 3.8% 44% False False 2,891
20 60.48 44.75 15.73 29.4% 1.47 2.7% 55% False False 3,162
40 65.27 44.75 20.52 38.4% 1.21 2.3% 42% False False 2,779
60 79.03 44.75 34.28 64.1% 1.38 2.6% 25% False False 2,437
80 109.67 44.75 64.92 121.5% 1.19 2.2% 13% False False 2,023
100 123.71 44.75 78.96 147.8% 1.06 2.0% 11% False False 1,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.72
2.618 53.65
1.618 53.61
1.000 53.59
0.618 53.57
HIGH 53.55
0.618 53.53
0.500 53.53
0.382 53.53
LOW 53.51
0.618 53.49
1.000 53.47
1.618 53.45
2.618 53.41
4.250 53.34
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 53.53 54.35
PP 53.50 54.05
S1 53.47 53.74

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

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