NYMEX Light Sweet Crude Oil Future April 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 44.21 44.20 -0.01 0.0% 48.97
High 45.33 45.81 0.48 1.1% 50.88
Low 43.75 43.83 0.08 0.2% 44.55
Close 44.24 45.76 1.52 3.4% 46.13
Range 1.58 1.98 0.40 25.3% 6.33
ATR 3.15 3.07 -0.08 -2.7% 0.00
Volume 114,044 106,118 -7,926 -6.9% 460,206
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.07 50.40 46.85
R3 49.09 48.42 46.30
R2 47.11 47.11 46.12
R1 46.44 46.44 45.94 46.78
PP 45.13 45.13 45.13 45.30
S1 44.46 44.46 45.58 44.80
S2 43.15 43.15 45.40
S3 41.17 42.48 45.22
S4 39.19 40.50 44.67
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.18 62.48 49.61
R3 59.85 56.15 47.87
R2 53.52 53.52 47.29
R1 49.82 49.82 46.71 48.51
PP 47.19 47.19 47.19 46.53
S1 43.49 43.49 45.55 42.18
S2 40.86 40.86 44.97
S3 34.53 37.16 44.39
S4 28.20 30.83 42.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.86 43.75 4.11 9.0% 1.93 4.2% 49% False False 101,684
10 50.88 43.75 7.13 15.6% 2.78 6.1% 28% False False 99,835
20 51.04 43.19 7.85 17.2% 2.96 6.5% 33% False False 84,454
40 56.96 39.82 17.14 37.5% 3.46 7.6% 35% False False 52,873
60 68.86 39.82 29.04 63.5% 3.47 7.6% 20% False False 38,975
80 86.45 39.82 46.63 101.9% 3.68 8.0% 13% False False 30,926
100 111.15 39.82 71.33 155.9% 3.70 8.1% 8% False False 25,443
120 123.58 39.82 83.76 183.0% 3.26 7.1% 7% False False 21,486
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.23
2.618 50.99
1.618 49.01
1.000 47.79
0.618 47.03
HIGH 45.81
0.618 45.05
0.500 44.82
0.382 44.59
LOW 43.83
0.618 42.61
1.000 41.85
1.618 40.63
2.618 38.65
4.250 35.42
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 45.45 45.43
PP 45.13 45.11
S1 44.82 44.78

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

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