NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 48.30 47.90 -0.40 -0.8% 51.28
High 48.39 49.00 0.61 1.3% 53.37
Low 47.35 47.48 0.13 0.3% 48.63
Close 47.59 48.24 0.65 1.4% 49.98
Range 1.04 1.52 0.48 46.2% 4.74
ATR 2.95 2.85 -0.10 -3.5% 0.00
Volume 28,994 29,093 99 0.3% 163,751
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.80 52.04 49.08
R3 51.28 50.52 48.66
R2 49.76 49.76 48.52
R1 49.00 49.00 48.38 49.38
PP 48.24 48.24 48.24 48.43
S1 47.48 47.48 48.10 47.86
S2 46.72 46.72 47.96
S3 45.20 45.96 47.82
S4 43.68 44.44 47.40
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 9.2% 1.87 3.9% 20% False False 29,339
10 53.37 47.10 6.27 13.0% 2.53 5.2% 18% False False 32,460
20 57.95 46.95 11.00 22.8% 2.74 5.7% 12% False False 31,255
40 59.66 42.51 17.15 35.6% 3.14 6.5% 33% False False 26,474
60 70.47 42.51 27.96 58.0% 3.23 6.7% 20% False False 23,009
80 87.13 42.51 44.62 92.5% 3.47 7.2% 13% False False 20,735
100 109.98 42.51 67.47 139.9% 3.58 7.4% 8% False False 18,261
120 123.85 42.51 81.34 168.6% 3.39 7.0% 7% False False 15,843
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.46
2.618 52.98
1.618 51.46
1.000 50.52
0.618 49.94
HIGH 49.00
0.618 48.42
0.500 48.24
0.382 48.06
LOW 47.48
0.618 46.54
1.000 45.96
1.618 45.02
2.618 43.50
4.250 41.02
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 48.24 48.95
PP 48.24 48.71
S1 48.24 48.48

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

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