NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 50.15 50.55 0.40 0.8% 51.28
High 51.77 50.55 -1.22 -2.4% 53.37
Low 49.80 47.50 -2.30 -4.6% 48.63
Close 49.98 47.62 -2.36 -4.7% 49.98
Range 1.97 3.05 1.08 54.8% 4.74
ATR 3.10 3.10 0.00 -0.1% 0.00
Volume 26,701 27,907 1,206 4.5% 163,751
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.71 55.71 49.30
R3 54.66 52.66 48.46
R2 51.61 51.61 48.18
R1 49.61 49.61 47.90 49.09
PP 48.56 48.56 48.56 48.29
S1 46.56 46.56 47.34 46.04
S2 45.51 45.51 47.06
S3 42.46 43.51 46.78
S4 39.41 40.46 45.94
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.88 62.17 52.59
R3 60.14 57.43 51.28
R2 55.40 55.40 50.85
R1 52.69 52.69 50.41 51.68
PP 50.66 50.66 50.66 50.15
S1 47.95 47.95 49.55 46.94
S2 45.92 45.92 49.11
S3 41.18 43.21 48.68
S4 36.44 38.47 47.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.37 47.50 4.87 10.2% 2.66 5.6% 2% False True 32,796
10 53.37 46.95 6.42 13.5% 2.87 6.0% 10% False False 33,331
20 59.66 46.95 12.71 26.7% 2.97 6.2% 5% False False 30,130
40 59.66 42.51 17.15 36.0% 3.25 6.8% 30% False False 26,384
60 73.80 42.51 31.29 65.7% 3.32 7.0% 16% False False 22,573
80 90.16 42.51 47.65 100.1% 3.54 7.4% 11% False False 20,256
100 109.98 42.51 67.47 141.7% 3.60 7.6% 8% False False 17,791
120 123.85 42.51 81.34 170.8% 3.40 7.1% 6% False False 15,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.51
2.618 58.53
1.618 55.48
1.000 53.60
0.618 52.43
HIGH 50.55
0.618 49.38
0.500 49.03
0.382 48.67
LOW 47.50
0.618 45.62
1.000 44.45
1.618 42.57
2.618 39.52
4.250 34.54
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 49.03 49.64
PP 48.56 48.96
S1 48.09 48.29

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

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