NYMEX Light Sweet Crude Oil Future July 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 48.75 49.68 0.93 1.9% 52.04
High 50.15 51.26 1.11 2.2% 54.24
Low 48.75 49.36 0.61 1.3% 49.62
Close 49.48 51.23 1.75 3.5% 51.17
Range 1.40 1.90 0.50 35.7% 4.62
ATR 2.69 2.63 -0.06 -2.1% 0.00
Volume 9,701 12,521 2,820 29.1% 63,491
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.32 55.67 52.28
R3 54.42 53.77 51.75
R2 52.52 52.52 51.58
R1 51.87 51.87 51.40 52.20
PP 50.62 50.62 50.62 50.78
S1 49.97 49.97 51.06 50.30
S2 48.72 48.72 50.88
S3 46.82 48.07 50.71
S4 44.92 46.17 50.19
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 8.5% 1.60 3.1% 61% False False 10,621
10 54.24 48.59 5.65 11.0% 2.27 4.4% 47% False False 11,916
20 55.24 48.25 6.99 13.6% 2.31 4.5% 43% False False 12,219
40 60.72 43.67 17.05 33.3% 2.90 5.7% 44% False False 9,975
60 70.85 43.67 27.18 53.1% 2.81 5.5% 28% False False 7,902
80 85.30 43.67 41.63 81.3% 2.54 5.0% 18% False False 6,653
100 110.25 43.67 66.58 130.0% 2.34 4.6% 11% False False 5,619
120 123.73 43.67 80.06 156.3% 2.04 4.0% 9% False False 4,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.34
2.618 56.23
1.618 54.33
1.000 53.16
0.618 52.43
HIGH 51.26
0.618 50.53
0.500 50.31
0.382 50.09
LOW 49.36
0.618 48.19
1.000 47.46
1.618 46.29
2.618 44.39
4.250 41.29
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 50.92 50.80
PP 50.62 50.36
S1 50.31 49.93

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

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