NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 48.51 48.90 0.39 0.8% 50.36
High 50.30 49.02 -1.28 -2.5% 52.34
Low 48.10 46.08 -2.02 -4.2% 47.00
Close 48.52 46.17 -2.35 -4.8% 48.52
Range 2.20 2.94 0.74 33.6% 5.34
ATR 3.18 3.16 -0.02 -0.5% 0.00
Volume 34,571 24,754 -9,817 -28.4% 185,017
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.91 53.98 47.79
R3 52.97 51.04 46.98
R2 50.03 50.03 46.71
R1 48.10 48.10 46.44 47.60
PP 47.09 47.09 47.09 46.84
S1 45.16 45.16 45.90 44.66
S2 44.15 44.15 45.63
S3 41.21 42.22 45.36
S4 38.27 39.28 44.55
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.31 62.25 51.46
R3 59.97 56.91 49.99
R2 54.63 54.63 49.50
R1 51.57 51.57 49.01 50.43
PP 49.29 49.29 49.29 48.72
S1 46.23 46.23 48.03 45.09
S2 43.95 43.95 47.54
S3 38.61 40.89 47.05
S4 33.27 35.55 45.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.40 46.08 5.32 11.5% 2.85 6.2% 2% False True 36,671
10 52.34 45.40 6.94 15.0% 3.09 6.7% 11% False False 35,583
20 58.31 45.40 12.91 28.0% 3.07 6.6% 6% False False 28,898
40 58.31 41.25 17.06 37.0% 3.24 7.0% 29% False False 20,443
60 73.88 41.25 32.63 70.7% 3.26 7.1% 15% False False 16,151
80 89.32 41.25 48.07 104.1% 3.20 6.9% 10% False False 13,237
100 109.58 41.25 68.33 148.0% 2.83 6.1% 7% False False 10,983
120 123.71 41.25 82.46 178.6% 2.39 5.2% 6% False False 9,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.52
2.618 56.72
1.618 53.78
1.000 51.96
0.618 50.84
HIGH 49.02
0.618 47.90
0.500 47.55
0.382 47.20
LOW 46.08
0.618 44.26
1.000 43.14
1.618 41.32
2.618 38.38
4.250 33.59
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 47.55 48.19
PP 47.09 47.52
S1 46.63 46.84

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

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