NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 46.68 48.25 1.57 3.4% 48.90
High 48.44 49.59 1.15 2.4% 49.59
Low 46.46 46.27 -0.19 -0.4% 45.95
Close 48.38 48.85 0.47 1.0% 48.85
Range 1.98 3.32 1.34 67.7% 3.64
ATR 2.83 2.87 0.03 1.2% 0.00
Volume 31,977 33,811 1,834 5.7% 166,965
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.20 56.84 50.68
R3 54.88 53.52 49.76
R2 51.56 51.56 49.46
R1 50.20 50.20 49.15 50.88
PP 48.24 48.24 48.24 48.58
S1 46.88 46.88 48.55 47.56
S2 44.92 44.92 48.24
S3 41.60 43.56 47.94
S4 38.28 40.24 47.02
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.05 57.59 50.85
R3 55.41 53.95 49.85
R2 51.77 51.77 49.52
R1 50.31 50.31 49.18 49.22
PP 48.13 48.13 48.13 47.59
S1 46.67 46.67 48.52 45.58
S2 44.49 44.49 48.18
S3 40.85 43.03 47.85
S4 37.21 39.39 46.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.59 45.95 3.64 7.5% 2.15 4.4% 80% True False 33,393
10 52.34 45.95 6.39 13.1% 2.49 5.1% 45% False False 35,198
20 52.34 45.40 6.94 14.2% 2.76 5.7% 50% False False 32,591
40 58.31 41.25 17.06 34.9% 3.16 6.5% 45% False False 22,537
60 65.96 41.25 24.71 50.6% 3.12 6.4% 31% False False 17,994
80 86.05 41.25 44.80 91.7% 3.18 6.5% 17% False False 14,837
100 109.58 41.25 68.33 139.9% 2.87 5.9% 11% False False 12,356
120 123.71 41.25 82.46 168.8% 2.44 5.0% 9% False False 10,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 63.70
2.618 58.28
1.618 54.96
1.000 52.91
0.618 51.64
HIGH 49.59
0.618 48.32
0.500 47.93
0.382 47.54
LOW 46.27
0.618 44.22
1.000 42.95
1.618 40.90
2.618 37.58
4.250 32.16
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 48.54 48.50
PP 48.24 48.15
S1 47.93 47.80

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

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