NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 50.55 48.30 -2.25 -4.5% 51.28
High 50.55 48.39 -2.16 -4.3% 53.37
Low 47.50 47.35 -0.15 -0.3% 48.63
Close 47.62 47.59 -0.03 -0.1% 49.98
Range 3.05 1.04 -2.01 -65.9% 4.74
ATR 3.10 2.95 -0.15 -4.7% 0.00
Volume 27,907 28,994 1,087 3.9% 163,751
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.90 50.28 48.16
R3 49.86 49.24 47.88
R2 48.82 48.82 47.78
R1 48.20 48.20 47.69 47.99
PP 47.78 47.78 47.78 47.67
S1 47.16 47.16 47.49 46.95
S2 46.74 46.74 47.40
S3 45.70 46.12 47.30
S4 44.66 45.08 47.02
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 51.77 47.35 4.42 9.3% 2.12 4.5% 5% False True 31,252
10 53.37 46.95 6.42 13.5% 2.61 5.5% 10% False False 33,332
20 59.66 46.95 12.71 26.7% 2.83 6.0% 5% False False 30,907
40 59.66 42.51 17.15 36.0% 3.19 6.7% 30% False False 26,506
60 70.47 42.51 27.96 58.8% 3.27 6.9% 18% False False 22,749
80 90.00 42.51 47.49 99.8% 3.50 7.4% 11% False False 20,528
100 109.98 42.51 67.47 141.8% 3.58 7.5% 8% False False 18,030
120 123.85 42.51 81.34 170.9% 3.40 7.1% 6% False False 15,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.69
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 52.81
2.618 51.11
1.618 50.07
1.000 49.43
0.618 49.03
HIGH 48.39
0.618 47.99
0.500 47.87
0.382 47.75
LOW 47.35
0.618 46.71
1.000 46.31
1.618 45.67
2.618 44.63
4.250 42.93
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 47.87 49.56
PP 47.78 48.90
S1 47.68 48.25

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

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