NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 47.90 48.13 0.23 0.5% 51.28
High 49.00 50.00 1.00 2.0% 53.37
Low 47.48 48.09 0.61 1.3% 48.63
Close 48.24 49.96 1.72 3.6% 49.98
Range 1.52 1.91 0.39 25.7% 4.74
ATR 2.85 2.78 -0.07 -2.4% 0.00
Volume 29,093 26,402 -2,691 -9.2% 163,751
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.08 54.43 51.01
R3 53.17 52.52 50.49
R2 51.26 51.26 50.31
R1 50.61 50.61 50.14 50.94
PP 49.35 49.35 49.35 49.51
S1 48.70 48.70 49.78 49.03
S2 47.44 47.44 49.61
S3 45.53 46.79 49.43
S4 43.62 44.88 48.91
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 8.8% 1.90 3.8% 59% False False 27,819
10 53.37 47.35 6.02 12.0% 2.47 5.0% 43% False False 31,504
20 54.05 46.95 7.10 14.2% 2.59 5.2% 42% False False 31,249
40 59.66 42.51 17.15 34.3% 3.11 6.2% 43% False False 26,480
60 70.47 42.51 27.96 56.0% 3.23 6.5% 27% False False 23,136
80 87.13 42.51 44.62 89.3% 3.44 6.9% 17% False False 20,989
100 109.98 42.51 67.47 135.0% 3.60 7.2% 11% False False 18,434
120 123.85 42.51 81.34 162.8% 3.40 6.8% 9% False False 16,011
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.12
2.618 55.00
1.618 53.09
1.000 51.91
0.618 51.18
HIGH 50.00
0.618 49.27
0.500 49.05
0.382 48.82
LOW 48.09
0.618 46.91
1.000 46.18
1.618 45.00
2.618 43.09
4.250 39.97
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 49.66 49.53
PP 49.35 49.10
S1 49.05 48.68

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

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