NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 46.34 46.50 0.16 0.3% 50.36
High 46.88 47.57 0.69 1.5% 52.34
Low 45.95 46.00 0.05 0.1% 47.00
Close 46.13 46.68 0.55 1.2% 48.52
Range 0.93 1.57 0.64 68.8% 5.34
ATR 3.00 2.90 -0.10 -3.4% 0.00
Volume 35,203 41,220 6,017 17.1% 185,017
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.46 50.64 47.54
R3 49.89 49.07 47.11
R2 48.32 48.32 46.97
R1 47.50 47.50 46.82 47.91
PP 46.75 46.75 46.75 46.96
S1 45.93 45.93 46.54 46.34
S2 45.18 45.18 46.39
S3 43.61 44.36 46.25
S4 42.04 42.79 45.82
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 50.30 45.95 4.35 9.3% 1.91 4.1% 17% False False 34,729
10 52.34 45.46 6.88 14.7% 2.73 5.8% 18% False False 36,252
20 56.93 45.40 11.53 24.7% 2.87 6.2% 11% False False 31,478
40 58.31 41.25 17.06 36.5% 3.16 6.8% 32% False False 21,698
60 69.72 41.25 28.47 61.0% 3.15 6.7% 19% False False 17,103
80 86.05 41.25 44.80 96.0% 3.17 6.8% 12% False False 14,103
100 109.58 41.25 68.33 146.4% 2.84 6.1% 8% False False 11,722
120 123.71 41.25 82.46 176.6% 2.40 5.1% 7% False False 9,986
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.24
2.618 51.68
1.618 50.11
1.000 49.14
0.618 48.54
HIGH 47.57
0.618 46.97
0.500 46.79
0.382 46.60
LOW 46.00
0.618 45.03
1.000 44.43
1.618 43.46
2.618 41.89
4.250 39.33
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 46.79 47.49
PP 46.75 47.22
S1 46.72 46.95

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

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