NYMEX Light Sweet Crude Oil Future July 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 49.05 48.75 -0.30 -0.6% 52.04
High 49.50 50.15 0.65 1.3% 54.24
Low 48.59 48.75 0.16 0.3% 49.62
Close 48.81 49.48 0.67 1.4% 51.17
Range 0.91 1.40 0.49 53.8% 4.62
ATR 2.79 2.69 -0.10 -3.6% 0.00
Volume 9,960 9,701 -259 -2.6% 63,491
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.66 52.97 50.25
R3 52.26 51.57 49.87
R2 50.86 50.86 49.74
R1 50.17 50.17 49.61 50.52
PP 49.46 49.46 49.46 49.63
S1 48.77 48.77 49.35 49.12
S2 48.06 48.06 49.22
S3 46.66 47.37 49.10
S4 45.26 45.97 48.71
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 52.94 48.59 4.35 8.8% 1.55 3.1% 20% False False 10,525
10 54.24 48.37 5.87 11.9% 2.31 4.7% 19% False False 12,063
20 59.10 48.25 10.85 21.9% 2.47 5.0% 11% False False 12,145
40 60.72 43.67 17.05 34.5% 2.92 5.9% 34% False False 9,781
60 70.85 43.67 27.18 54.9% 2.79 5.6% 21% False False 7,751
80 85.30 43.67 41.63 84.1% 2.57 5.2% 14% False False 6,504
100 110.25 43.67 66.58 134.6% 2.33 4.7% 9% False False 5,496
120 123.73 43.67 80.06 161.8% 2.03 4.1% 7% False False 4,660
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.10
2.618 53.82
1.618 52.42
1.000 51.55
0.618 51.02
HIGH 50.15
0.618 49.62
0.500 49.45
0.382 49.28
LOW 48.75
0.618 47.88
1.000 47.35
1.618 46.48
2.618 45.08
4.250 42.80
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 49.47 49.51
PP 49.46 49.50
S1 49.45 49.49

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

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