NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 51.20 51.79 0.59 1.2% 50.29
High 52.28 53.21 0.93 1.8% 52.28
Low 49.32 51.07 1.75 3.5% 48.59
Close 51.61 51.47 -0.14 -0.3% 51.61
Range 2.96 2.14 -0.82 -27.7% 3.69
ATR 2.66 2.62 -0.04 -1.4% 0.00
Volume 15,004 18,079 3,075 20.5% 57,439
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.34 57.04 52.65
R3 56.20 54.90 52.06
R2 54.06 54.06 51.86
R1 52.76 52.76 51.67 52.34
PP 51.92 51.92 51.92 51.71
S1 50.62 50.62 51.27 50.20
S2 49.78 49.78 51.08
S3 47.64 48.48 50.88
S4 45.50 46.34 50.29
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 53.21 48.59 4.62 9.0% 1.86 3.6% 62% True False 13,053
10 53.21 48.59 4.62 9.0% 2.10 4.1% 62% True False 12,710
20 55.16 48.25 6.91 13.4% 2.37 4.6% 47% False False 12,653
40 60.72 43.67 17.05 33.1% 2.89 5.6% 46% False False 10,476
60 65.19 43.67 21.52 41.8% 2.79 5.4% 36% False False 8,382
80 78.55 43.67 34.88 67.8% 2.57 5.0% 22% False False 6,994
100 110.25 43.67 66.58 129.4% 2.36 4.6% 12% False False 5,937
120 123.73 43.67 80.06 155.5% 2.08 4.1% 10% False False 5,031
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 False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.31
2.618 58.81
1.618 56.67
1.000 55.35
0.618 54.53
HIGH 53.21
0.618 52.39
0.500 52.14
0.382 51.89
LOW 51.07
0.618 49.75
1.000 48.93
1.618 47.61
2.618 45.47
4.250 41.98
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 52.14 51.40
PP 51.92 51.33
S1 51.69 51.27

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

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