NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 44.31 42.41 -1.90 -4.3% 46.25
High 44.44 43.06 -1.38 -3.1% 47.10
Low 42.22 41.36 -0.86 -2.0% 43.58
Close 42.47 42.17 -0.30 -0.7% 46.15
Range 2.22 1.70 -0.52 -23.4% 3.52
ATR 3.08 2.98 -0.10 -3.2% 0.00
Volume 211,998 207,189 -4,809 -2.3% 521,448
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 47.30 46.43 43.11
R3 45.60 44.73 42.64
R2 43.90 43.90 42.48
R1 43.03 43.03 42.33 42.62
PP 42.20 42.20 42.20 41.99
S1 41.33 41.33 42.01 40.92
S2 40.50 40.50 41.86
S3 38.80 39.63 41.70
S4 37.10 37.93 41.24
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.17 54.68 48.09
R3 52.65 51.16 47.12
R2 49.13 49.13 46.80
R1 47.64 47.64 46.47 46.63
PP 45.61 45.61 45.61 45.10
S1 44.12 44.12 45.83 43.11
S2 42.09 42.09 45.50
S3 38.57 40.60 45.18
S4 35.05 37.08 44.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.99 41.36 6.63 15.7% 2.84 6.7% 12% False True 206,953
10 47.99 41.36 6.63 15.7% 2.38 5.7% 12% False True 154,318
20 50.88 41.36 9.52 22.6% 2.95 7.0% 9% False True 124,460
40 56.86 39.82 17.04 40.4% 3.30 7.8% 14% False False 75,734
60 61.77 39.82 21.95 52.1% 3.39 8.1% 11% False False 55,736
80 77.63 39.82 37.81 89.7% 3.60 8.5% 6% False False 43,529
100 111.15 39.82 71.33 169.1% 3.69 8.7% 3% False False 35,682
120 121.19 39.82 81.37 193.0% 3.36 8.0% 3% False False 30,064
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.29
2.618 47.51
1.618 45.81
1.000 44.76
0.618 44.11
HIGH 43.06
0.618 42.41
0.500 42.21
0.382 42.01
LOW 41.36
0.618 40.31
1.000 39.66
1.618 38.61
2.618 36.91
4.250 34.14
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 42.21 44.54
PP 42.20 43.75
S1 42.18 42.96

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

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