NYMEX Light Sweet Crude Oil Future May 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 46.50 46.68 0.18 0.4% 50.36
High 47.57 48.44 0.87 1.8% 52.34
Low 46.00 46.46 0.46 1.0% 47.00
Close 46.68 48.38 1.70 3.6% 48.52
Range 1.57 1.98 0.41 26.1% 5.34
ATR 2.90 2.83 -0.07 -2.3% 0.00
Volume 41,220 31,977 -9,243 -22.4% 185,017
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.70 53.02 49.47
R3 51.72 51.04 48.92
R2 49.74 49.74 48.74
R1 49.06 49.06 48.56 49.40
PP 47.76 47.76 47.76 47.93
S1 47.08 47.08 48.20 47.42
S2 45.78 45.78 48.02
S3 43.80 45.10 47.84
S4 41.82 43.12 47.29
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 9.0% 1.92 4.0% 56% False False 33,545
10 52.34 45.95 6.39 13.2% 2.63 5.4% 38% False False 35,601
20 52.76 45.40 7.36 15.2% 2.72 5.6% 40% False False 32,178
40 58.31 41.25 17.06 35.3% 3.14 6.5% 42% False False 22,072
60 69.72 41.25 28.47 58.8% 3.15 6.5% 25% False False 17,521
80 86.05 41.25 44.80 92.6% 3.16 6.5% 16% False False 14,476
100 109.58 41.25 68.33 141.2% 2.86 5.9% 10% False False 12,030
120 123.71 41.25 82.46 170.4% 2.42 5.0% 9% False False 10,248
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 0.64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.86
2.618 53.62
1.618 51.64
1.000 50.42
0.618 49.66
HIGH 48.44
0.618 47.68
0.500 47.45
0.382 47.22
LOW 46.46
0.618 45.24
1.000 44.48
1.618 43.26
2.618 41.28
4.250 38.05
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 48.07 47.99
PP 47.76 47.59
S1 47.45 47.20

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

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