NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 51.11 52.03 0.92 1.8% 55.35
High 52.55 52.45 -0.10 -0.2% 56.95
Low 51.11 51.53 0.42 0.8% 54.77
Close 52.14 52.40 0.26 0.5% 55.76
Range 1.44 0.92 -0.52 -36.1% 2.18
ATR 0.00 1.55 1.55 0.00
Volume 4,228 3,222 -1,006 -23.8% 15,952
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.89 54.56 52.91
R3 53.97 53.64 52.65
R2 53.05 53.05 52.57
R1 52.72 52.72 52.48 52.89
PP 52.13 52.13 52.13 52.21
S1 51.80 51.80 52.32 51.97
S2 51.21 51.21 52.23
S3 50.29 50.88 52.15
S4 49.37 49.96 51.89
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.37 61.24 56.96
R3 60.19 59.06 56.36
R2 58.01 58.01 56.16
R1 56.88 56.88 55.96 57.45
PP 55.83 55.83 55.83 56.11
S1 54.70 54.70 55.56 55.27
S2 53.65 53.65 55.36
S3 51.47 52.52 55.16
S4 49.29 50.34 54.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.95 51.11 5.84 11.1% 1.40 2.7% 22% False False 3,435
10 57.21 51.11 6.10 11.6% 1.11 2.1% 21% False False 3,064
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.36
2.618 54.86
1.618 53.94
1.000 53.37
0.618 53.02
HIGH 52.45
0.618 52.10
0.500 51.99
0.382 51.88
LOW 51.53
0.618 50.96
1.000 50.61
1.618 50.04
2.618 49.12
4.250 47.62
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 52.26 52.36
PP 52.13 52.33
S1 51.99 52.29

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

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