NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 54.00 52.80 -1.20 -2.2% 53.00
High 54.45 52.80 -1.65 -3.0% 53.81
Low 52.50 50.71 -1.79 -3.4% 49.28
Close 52.66 50.71 -1.95 -3.7% 53.81
Range 1.95 2.09 0.14 7.2% 4.53
ATR 2.34 2.32 -0.02 -0.8% 0.00
Volume 4,567 7,861 3,294 72.1% 26,118
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.68 56.28 51.86
R3 55.59 54.19 51.28
R2 53.50 53.50 51.09
R1 52.10 52.10 50.90 51.76
PP 51.41 51.41 51.41 51.23
S1 50.01 50.01 50.52 49.67
S2 49.32 49.32 50.33
S3 47.23 47.92 50.14
S4 45.14 45.83 49.56
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.89 64.38 56.30
R3 61.36 59.85 55.06
R2 56.83 56.83 54.64
R1 55.32 55.32 54.23 56.08
PP 52.30 52.30 52.30 52.68
S1 50.79 50.79 53.39 51.55
S2 47.77 47.77 52.98
S3 43.24 46.26 52.56
S4 38.71 41.73 51.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.45 49.28 5.17 10.2% 2.25 4.4% 28% False False 6,758
10 56.29 49.28 7.01 13.8% 2.22 4.4% 20% False False 5,855
20 60.48 48.00 12.48 24.6% 2.12 4.2% 22% False False 4,373
40 62.08 44.75 17.33 34.2% 1.45 2.9% 34% False False 3,720
60 76.95 44.75 32.20 63.5% 1.52 3.0% 19% False False 3,136
80 95.19 44.75 50.44 99.5% 1.43 2.8% 12% False False 2,696
100 111.60 44.75 66.85 131.8% 1.29 2.5% 9% False False 2,239
120 123.71 44.75 78.96 155.7% 1.07 2.1% 8% False False 1,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.68
2.618 58.27
1.618 56.18
1.000 54.89
0.618 54.09
HIGH 52.80
0.618 52.00
0.500 51.76
0.382 51.51
LOW 50.71
0.618 49.42
1.000 48.62
1.618 47.33
2.618 45.24
4.250 41.83
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 51.76 52.19
PP 51.41 51.70
S1 51.06 51.20

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

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