NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 46.03 45.94 -0.09 -0.2% 48.60
High 46.59 46.45 -0.14 -0.3% 50.47
Low 45.07 44.37 -0.70 -1.6% 44.37
Close 45.92 44.94 -0.98 -2.1% 44.94
Range 1.52 2.08 0.56 36.8% 6.10
ATR 2.73 2.68 -0.05 -1.7% 0.00
Volume 79,247 84,913 5,666 7.1% 358,005
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.49 50.30 46.08
R3 49.41 48.22 45.51
R2 47.33 47.33 45.32
R1 46.14 46.14 45.13 45.70
PP 45.25 45.25 45.25 45.03
S1 44.06 44.06 44.75 43.62
S2 43.17 43.17 44.56
S3 41.09 41.98 44.37
S4 39.01 39.90 43.80
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.89 61.02 48.30
R3 58.79 54.92 46.62
R2 52.69 52.69 46.06
R1 48.82 48.82 45.50 47.71
PP 46.59 46.59 46.59 46.04
S1 42.72 42.72 44.38 41.61
S2 40.49 40.49 43.82
S3 34.39 36.62 43.26
S4 28.29 30.52 41.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.47 44.37 6.10 13.6% 2.32 5.2% 9% False True 71,601
10 50.47 44.37 6.10 13.6% 2.23 5.0% 9% False True 52,497
20 52.34 44.37 7.97 17.7% 2.64 5.9% 7% False True 44,208
40 58.31 41.25 17.06 38.0% 2.99 6.7% 22% False False 29,836
60 59.89 41.25 18.64 41.5% 3.04 6.8% 20% False False 23,444
80 75.10 41.25 33.85 75.3% 3.12 6.9% 11% False False 19,060
100 109.58 41.25 68.33 152.0% 2.94 6.5% 5% False False 15,816
120 119.79 41.25 78.54 174.8% 2.54 5.6% 5% False False 13,479
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.29
2.618 51.90
1.618 49.82
1.000 48.53
0.618 47.74
HIGH 46.45
0.618 45.66
0.500 45.41
0.382 45.16
LOW 44.37
0.618 43.08
1.000 42.29
1.618 41.00
2.618 38.92
4.250 35.53
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 45.41 45.92
PP 45.25 45.59
S1 45.10 45.27

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

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