NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 48.25 48.60 0.35 0.7% 48.90
High 49.59 50.47 0.88 1.8% 49.59
Low 46.27 48.15 1.88 4.1% 45.95
Close 48.85 48.69 -0.16 -0.3% 48.85
Range 3.32 2.32 -1.00 -30.1% 3.64
ATR 2.87 2.83 -0.04 -1.4% 0.00
Volume 33,811 65,785 31,974 94.6% 166,965
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.06 54.70 49.97
R3 53.74 52.38 49.33
R2 51.42 51.42 49.12
R1 50.06 50.06 48.90 50.74
PP 49.10 49.10 49.10 49.45
S1 47.74 47.74 48.48 48.42
S2 46.78 46.78 48.26
S3 44.46 45.42 48.05
S4 42.14 43.10 47.41
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 50.47 45.95 4.52 9.3% 2.02 4.2% 61% True False 41,599
10 51.40 45.95 5.45 11.2% 2.44 5.0% 50% False False 39,135
20 52.34 45.40 6.94 14.3% 2.75 5.7% 47% False False 34,708
40 58.31 41.25 17.06 35.0% 3.16 6.5% 44% False False 23,937
60 64.10 41.25 22.85 46.9% 3.11 6.4% 33% False False 18,971
80 80.05 41.25 38.80 79.7% 3.15 6.5% 19% False False 15,610
100 109.58 41.25 68.33 140.3% 2.90 5.9% 11% False False 12,997
120 123.71 41.25 82.46 169.4% 2.46 5.1% 9% False False 11,072
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.33
2.618 56.54
1.618 54.22
1.000 52.79
0.618 51.90
HIGH 50.47
0.618 49.58
0.500 49.31
0.382 49.04
LOW 48.15
0.618 46.72
1.000 45.83
1.618 44.40
2.618 42.08
4.250 38.29
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 49.31 48.58
PP 49.10 48.48
S1 48.90 48.37

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

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