NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 51.53 50.03 -1.50 -2.9% 50.29
High 53.13 50.47 -2.66 -5.0% 52.28
Low 49.56 48.81 -0.75 -1.5% 48.59
Close 49.70 49.28 -0.42 -0.8% 51.61
Range 3.57 1.66 -1.91 -53.5% 3.69
ATR 2.69 2.61 -0.07 -2.7% 0.00
Volume 10,649 11,837 1,188 11.2% 57,439
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.50 53.55 50.19
R3 52.84 51.89 49.74
R2 51.18 51.18 49.58
R1 50.23 50.23 49.43 49.88
PP 49.52 49.52 49.52 49.34
S1 48.57 48.57 49.13 48.22
S2 47.86 47.86 48.98
S3 46.20 46.91 48.82
S4 44.54 45.25 48.37
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 48.81 4.40 8.9% 2.45 5.0% 11% False True 13,618
10 53.21 48.59 4.62 9.4% 2.00 4.1% 15% False False 12,071
20 55.16 48.25 6.91 14.0% 2.43 4.9% 15% False False 12,830
40 60.72 43.67 17.05 34.6% 2.81 5.7% 33% False False 10,586
60 64.57 43.67 20.90 42.4% 2.79 5.7% 27% False False 8,656
80 78.55 43.67 34.88 70.8% 2.57 5.2% 16% False False 7,206
100 110.25 43.67 66.58 135.1% 2.35 4.8% 8% False False 6,135
120 123.73 43.67 80.06 162.5% 2.13 4.3% 7% False False 5,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.53
2.618 54.82
1.618 53.16
1.000 52.13
0.618 51.50
HIGH 50.47
0.618 49.84
0.500 49.64
0.382 49.44
LOW 48.81
0.618 47.78
1.000 47.15
1.618 46.12
2.618 44.46
4.250 41.76
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 49.64 51.01
PP 49.52 50.43
S1 49.40 49.86

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

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