NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 48.89 46.95 -1.94 -4.0% 48.90
High 50.44 47.46 -2.98 -5.9% 49.59
Low 46.62 45.61 -1.01 -2.2% 45.95
Close 46.76 45.95 -0.81 -1.7% 48.85
Range 3.82 1.85 -1.97 -51.6% 3.64
ATR 2.90 2.82 -0.07 -2.6% 0.00
Volume 55,078 72,982 17,904 32.5% 166,965
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.89 50.77 46.97
R3 50.04 48.92 46.46
R2 48.19 48.19 46.29
R1 47.07 47.07 46.12 46.71
PP 46.34 46.34 46.34 46.16
S1 45.22 45.22 45.78 44.86
S2 44.49 44.49 45.61
S3 42.64 43.37 45.44
S4 40.79 41.52 44.93
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 45.61 4.86 10.6% 2.66 5.8% 7% False True 51,926
10 50.47 45.61 4.86 10.6% 2.28 5.0% 7% False True 43,327
20 52.34 45.40 6.94 15.1% 2.77 6.0% 8% False False 38,968
40 58.31 41.25 17.06 37.1% 3.08 6.7% 28% False False 26,223
60 63.11 41.25 21.86 47.6% 3.07 6.7% 22% False False 20,944
80 76.16 41.25 34.91 76.0% 3.13 6.8% 13% False False 17,149
100 109.58 41.25 68.33 148.7% 2.90 6.3% 7% False False 14,218
120 123.71 41.25 82.46 179.5% 2.51 5.5% 6% False False 12,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 55.32
2.618 52.30
1.618 50.45
1.000 49.31
0.618 48.60
HIGH 47.46
0.618 46.75
0.500 46.54
0.382 46.32
LOW 45.61
0.618 44.47
1.000 43.76
1.618 42.62
2.618 40.77
4.250 37.75
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 46.54 48.04
PP 46.34 47.34
S1 46.15 46.65

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

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