NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 40.93 40.30 -0.63 -1.5% 46.05
High 41.92 41.25 -0.67 -1.6% 48.59
Low 39.74 39.46 -0.28 -0.7% 40.18
Close 40.32 41.17 0.85 2.1% 41.68
Range 2.18 1.79 -0.39 -17.9% 8.41
ATR 3.51 3.38 -0.12 -3.5% 0.00
Volume 244,614 254,203 9,589 3.9% 1,392,961
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 46.00 45.37 42.15
R3 44.21 43.58 41.66
R2 42.42 42.42 41.50
R1 41.79 41.79 41.33 42.11
PP 40.63 40.63 40.63 40.78
S1 40.00 40.00 41.01 40.32
S2 38.84 38.84 40.84
S3 37.05 38.21 40.68
S4 35.26 36.42 40.19
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.71 63.61 46.31
R3 60.30 55.20 43.99
R2 51.89 51.89 43.22
R1 46.79 46.79 42.45 45.14
PP 43.48 43.48 43.48 42.66
S1 38.38 38.38 40.91 36.73
S2 35.07 35.07 40.14
S3 26.66 29.97 39.37
S4 18.25 21.56 37.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.44 39.46 3.98 9.7% 2.08 5.0% 43% False True 249,208
10 48.59 39.46 9.13 22.2% 3.06 7.4% 19% False True 271,071
20 48.59 39.11 9.48 23.0% 3.33 8.1% 22% False False 251,897
40 55.30 38.00 17.30 42.0% 3.76 9.1% 18% False False 156,059
60 68.06 38.00 30.06 73.0% 3.75 9.1% 11% False False 112,276
80 86.05 38.00 48.05 116.7% 4.01 9.7% 7% False False 87,307
100 111.00 38.00 73.00 177.3% 4.25 10.3% 4% False False 71,272
120 123.30 38.00 85.30 207.2% 4.06 9.9% 4% False False 59,997
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.86
2.618 45.94
1.618 44.15
1.000 43.04
0.618 42.36
HIGH 41.25
0.618 40.57
0.500 40.36
0.382 40.14
LOW 39.46
0.618 38.35
1.000 37.67
1.618 36.56
2.618 34.77
4.250 31.85
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 40.90 41.01
PP 40.63 40.85
S1 40.36 40.69

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

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