NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 50.80 53.58 2.78 5.5% 52.32
High 54.52 55.68 1.16 2.1% 54.52
Low 50.66 53.50 2.84 5.6% 50.12
Close 54.52 53.34 -1.18 -2.2% 54.52
Range 3.86 2.18 -1.68 -43.5% 4.40
ATR 2.52 2.49 -0.02 -1.0% 0.00
Volume 5,808 4,537 -1,271 -21.9% 19,038
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.71 59.21 54.54
R3 58.53 57.03 53.94
R2 56.35 56.35 53.74
R1 54.85 54.85 53.54 54.51
PP 54.17 54.17 54.17 54.01
S1 52.67 52.67 53.14 52.33
S2 51.99 51.99 52.94
S3 49.81 50.49 52.74
S4 47.63 48.31 52.14
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.25 64.79 56.94
R3 61.85 60.39 55.73
R2 57.45 57.45 55.33
R1 55.99 55.99 54.92 56.72
PP 53.05 53.05 53.05 53.42
S1 51.59 51.59 54.12 52.32
S2 48.65 48.65 53.71
S3 44.25 47.19 53.31
S4 39.85 42.79 52.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.68 50.12 5.56 10.4% 2.19 4.1% 58% True False 4,715
10 57.15 50.12 7.03 13.2% 1.98 3.7% 46% False False 4,205
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.95
2.618 61.39
1.618 59.21
1.000 57.86
0.618 57.03
HIGH 55.68
0.618 54.85
0.500 54.59
0.382 54.33
LOW 53.50
0.618 52.15
1.000 51.32
1.618 49.97
2.618 47.79
4.250 44.24
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 54.59 53.24
PP 54.17 53.14
S1 53.76 53.04

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

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