NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 48.60 48.89 0.29 0.6% 48.90
High 50.47 50.44 -0.03 -0.1% 49.59
Low 48.15 46.62 -1.53 -3.2% 45.95
Close 48.69 46.76 -1.93 -4.0% 48.85
Range 2.32 3.82 1.50 64.7% 3.64
ATR 2.83 2.90 0.07 2.5% 0.00
Volume 65,785 55,078 -10,707 -16.3% 166,965
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.40 56.90 48.86
R3 55.58 53.08 47.81
R2 51.76 51.76 47.46
R1 49.26 49.26 47.11 48.60
PP 47.94 47.94 47.94 47.61
S1 45.44 45.44 46.41 44.78
S2 44.12 44.12 46.06
S3 40.30 41.62 45.71
S4 36.48 37.80 44.66
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 46.00 4.47 9.6% 2.60 5.6% 17% False False 45,574
10 50.47 45.95 4.52 9.7% 2.38 5.1% 18% False False 41,407
20 52.34 45.40 6.94 14.8% 2.82 6.0% 20% False False 36,395
40 58.31 41.25 17.06 36.5% 3.11 6.7% 32% False False 24,853
60 63.71 41.25 22.46 48.0% 3.11 6.7% 25% False False 19,809
80 77.15 41.25 35.90 76.8% 3.16 6.8% 15% False False 16,265
100 109.58 41.25 68.33 146.1% 2.89 6.2% 8% False False 13,521
120 123.71 41.25 82.46 176.3% 2.49 5.3% 7% False False 11,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 66.68
2.618 60.44
1.618 56.62
1.000 54.26
0.618 52.80
HIGH 50.44
0.618 48.98
0.500 48.53
0.382 48.08
LOW 46.62
0.618 44.26
1.000 42.80
1.618 40.44
2.618 36.62
4.250 30.39
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 48.53 48.37
PP 47.94 47.83
S1 47.35 47.30

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

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