NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 49.68 51.20 1.52 3.1% 50.29
High 51.26 52.28 1.02 2.0% 52.28
Low 49.36 49.32 -0.04 -0.1% 48.59
Close 51.23 51.61 0.38 0.7% 51.61
Range 1.90 2.96 1.06 55.8% 3.69
ATR 2.63 2.66 0.02 0.9% 0.00
Volume 12,521 15,004 2,483 19.8% 57,439
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.95 58.74 53.24
R3 56.99 55.78 52.42
R2 54.03 54.03 52.15
R1 52.82 52.82 51.88 53.43
PP 51.07 51.07 51.07 51.37
S1 49.86 49.86 51.34 50.47
S2 48.11 48.11 51.07
S3 45.15 46.90 50.80
S4 42.19 43.94 49.98
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.90 60.44 53.64
R3 58.21 56.75 52.62
R2 54.52 54.52 52.29
R1 53.06 53.06 51.95 53.79
PP 50.83 50.83 50.83 51.19
S1 49.37 49.37 51.27 50.10
S2 47.14 47.14 50.93
S3 43.45 45.68 50.60
S4 39.76 41.99 49.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.28 48.59 3.69 7.1% 1.78 3.4% 82% True False 11,487
10 54.24 48.59 5.65 10.9% 2.13 4.1% 53% False False 12,093
20 55.16 48.25 6.91 13.4% 2.34 4.5% 49% False False 12,341
40 60.72 43.67 17.05 33.0% 2.91 5.6% 47% False False 10,163
60 66.15 43.67 22.48 43.6% 2.77 5.4% 35% False False 8,116
80 85.30 43.67 41.63 80.7% 2.58 5.0% 19% False False 6,811
100 110.25 43.67 66.58 129.0% 2.35 4.6% 12% False False 5,760
120 123.73 43.67 80.06 155.1% 2.07 4.0% 10% False False 4,882
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 64.86
2.618 60.03
1.618 57.07
1.000 55.24
0.618 54.11
HIGH 52.28
0.618 51.15
0.500 50.80
0.382 50.45
LOW 49.32
0.618 47.49
1.000 46.36
1.618 44.53
2.618 41.57
4.250 36.74
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 51.34 51.25
PP 51.07 50.88
S1 50.80 50.52

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

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