NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 50.03 49.54 -0.49 -1.0% 50.29
High 50.47 49.98 -0.49 -1.0% 52.28
Low 48.81 48.55 -0.26 -0.5% 48.59
Close 49.28 49.34 0.06 0.1% 51.61
Range 1.66 1.43 -0.23 -13.9% 3.69
ATR 2.61 2.53 -0.08 -3.2% 0.00
Volume 11,837 16,030 4,193 35.4% 57,439
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.58 52.89 50.13
R3 52.15 51.46 49.73
R2 50.72 50.72 49.60
R1 50.03 50.03 49.47 49.66
PP 49.29 49.29 49.29 49.11
S1 48.60 48.60 49.21 48.23
S2 47.86 47.86 49.08
S3 46.43 47.17 48.95
S4 45.00 45.74 48.55
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 48.55 4.66 9.4% 2.35 4.8% 17% False True 14,319
10 53.21 48.55 4.66 9.4% 1.97 4.0% 17% False True 12,470
20 55.16 48.25 6.91 14.0% 2.36 4.8% 16% False False 12,897
40 60.72 43.67 17.05 34.6% 2.72 5.5% 33% False False 10,872
60 64.57 43.67 20.90 42.4% 2.78 5.6% 27% False False 8,842
80 78.55 43.67 34.88 70.7% 2.59 5.2% 16% False False 7,345
100 110.25 43.67 66.58 134.9% 2.34 4.8% 9% False False 6,286
120 120.29 43.67 76.62 155.3% 2.13 4.3% 7% False False 5,340
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 0.57
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.06
2.618 53.72
1.618 52.29
1.000 51.41
0.618 50.86
HIGH 49.98
0.618 49.43
0.500 49.27
0.382 49.10
LOW 48.55
0.618 47.67
1.000 47.12
1.618 46.24
2.618 44.81
4.250 42.47
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 49.32 50.84
PP 49.29 50.34
S1 49.27 49.84

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

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