NYMEX Light Sweet Crude Oil Future July 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 51.40 50.29 -1.11 -2.2% 52.04
High 52.94 50.43 -2.51 -4.7% 54.24
Low 50.90 48.70 -2.20 -4.3% 49.62
Close 51.17 48.82 -2.35 -4.6% 51.17
Range 2.04 1.73 -0.31 -15.2% 4.62
ATR 2.97 2.93 -0.04 -1.2% 0.00
Volume 10,673 10,253 -420 -3.9% 63,491
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.51 53.39 49.77
R3 52.78 51.66 49.30
R2 51.05 51.05 49.14
R1 49.93 49.93 48.98 49.63
PP 49.32 49.32 49.32 49.16
S1 48.20 48.20 48.66 47.90
S2 47.59 47.59 48.50
S3 45.86 46.47 48.34
S4 44.13 44.74 47.87
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.54 62.97 53.71
R3 60.92 58.35 52.44
R2 56.30 56.30 52.02
R1 53.73 53.73 51.59 52.71
PP 51.68 51.68 51.68 51.16
S1 49.11 49.11 50.75 48.09
S2 47.06 47.06 50.32
S3 42.44 44.49 49.90
S4 37.82 39.87 48.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.17 48.70 4.47 9.2% 2.34 4.8% 3% False True 12,367
10 54.24 48.25 5.99 12.3% 2.51 5.1% 10% False False 12,803
20 60.72 48.25 12.47 25.5% 2.68 5.5% 5% False False 12,198
40 60.72 43.67 17.05 34.9% 3.04 6.2% 30% False False 9,574
60 72.11 43.67 28.44 58.3% 2.82 5.8% 18% False False 7,520
80 89.63 43.67 45.96 94.1% 2.60 5.3% 11% False False 6,311
100 110.25 43.67 66.58 136.4% 2.33 4.8% 8% False False 5,309
120 123.73 43.67 80.06 164.0% 2.01 4.1% 6% False False 4,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.78
2.618 54.96
1.618 53.23
1.000 52.16
0.618 51.50
HIGH 50.43
0.618 49.77
0.500 49.57
0.382 49.36
LOW 48.70
0.618 47.63
1.000 46.97
1.618 45.90
2.618 44.17
4.250 41.35
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 49.57 50.82
PP 49.32 50.15
S1 49.07 49.49

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

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