NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 50.40 50.40 0.00 0.0% 50.55
High 51.92 51.93 0.01 0.0% 51.07
Low 49.75 48.28 -1.47 -3.0% 47.35
Close 50.25 48.41 -1.84 -3.7% 50.39
Range 2.17 3.65 1.48 68.2% 3.72
ATR 2.76 2.82 0.06 2.3% 0.00
Volume 46,739 34,519 -12,220 -26.1% 143,253
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.49 58.10 50.42
R3 56.84 54.45 49.41
R2 53.19 53.19 49.08
R1 50.80 50.80 48.74 50.17
PP 49.54 49.54 49.54 49.23
S1 47.15 47.15 48.08 46.52
S2 45.89 45.89 47.74
S3 42.24 43.50 47.41
S4 38.59 39.85 46.40
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.76 59.30 52.44
R3 57.04 55.58 51.41
R2 53.32 53.32 51.07
R1 51.86 51.86 50.73 50.73
PP 49.60 49.60 49.60 49.04
S1 48.14 48.14 50.05 47.01
S2 45.88 45.88 49.71
S3 42.16 44.42 49.37
S4 38.44 40.70 48.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.93 47.48 4.45 9.2% 2.47 5.1% 21% True False 33,522
10 51.93 47.35 4.58 9.5% 2.30 4.7% 23% True False 32,387
20 53.60 46.95 6.65 13.7% 2.70 5.6% 22% False False 32,812
40 59.66 42.51 17.15 35.4% 3.05 6.3% 34% False False 27,260
60 65.00 42.51 22.49 46.5% 3.21 6.6% 26% False False 24,367
80 78.60 42.51 36.09 74.6% 3.43 7.1% 16% False False 21,869
100 109.98 42.51 67.47 139.4% 3.54 7.3% 9% False False 19,326
120 123.85 42.51 81.34 168.0% 3.44 7.1% 7% False False 16,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 67.44
2.618 61.49
1.618 57.84
1.000 55.58
0.618 54.19
HIGH 51.93
0.618 50.54
0.500 50.11
0.382 49.67
LOW 48.28
0.618 46.02
1.000 44.63
1.618 42.37
2.618 38.72
4.250 32.77
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 50.11 49.95
PP 49.54 49.43
S1 48.98 48.92

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

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