NYMEX Light Sweet Crude Oil Future August 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 50.78 52.50 1.72 3.4% 51.80
High 52.24 53.16 0.92 1.8% 53.16
Low 50.65 50.61 -0.04 -0.1% 49.69
Close 52.24 52.63 0.39 0.7% 52.63
Range 1.59 2.55 0.96 60.4% 3.47
ATR 2.00 2.04 0.04 1.9% 0.00
Volume 7,335 6,683 -652 -8.9% 30,414
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.78 58.76 54.03
R3 57.23 56.21 53.33
R2 54.68 54.68 53.10
R1 53.66 53.66 52.86 54.17
PP 52.13 52.13 52.13 52.39
S1 51.11 51.11 52.40 51.62
S2 49.58 49.58 52.16
S3 47.03 48.56 51.93
S4 44.48 46.01 51.23
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.24 60.90 54.54
R3 58.77 57.43 53.58
R2 55.30 55.30 53.27
R1 53.96 53.96 52.95 54.63
PP 51.83 51.83 51.83 52.16
S1 50.49 50.49 52.31 51.16
S2 48.36 48.36 51.99
S3 44.89 47.02 51.68
S4 41.42 43.55 50.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.16 49.69 3.47 6.6% 1.56 3.0% 85% True False 6,082
10 54.45 49.69 4.76 9.0% 1.70 3.2% 62% False False 6,187
20 56.29 49.28 7.01 13.3% 1.80 3.4% 48% False False 5,894
40 60.48 44.75 15.73 29.9% 1.71 3.2% 50% False False 4,414
60 66.38 44.75 21.63 41.1% 1.42 2.7% 36% False False 3,691
80 83.75 44.75 39.00 74.1% 1.51 2.9% 20% False False 3,193
100 109.67 44.75 64.92 123.4% 1.35 2.6% 12% False False 2,703
120 123.71 44.75 78.96 150.0% 1.18 2.2% 10% False False 2,314
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 0.25
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 64.00
2.618 59.84
1.618 57.29
1.000 55.71
0.618 54.74
HIGH 53.16
0.618 52.19
0.500 51.89
0.382 51.58
LOW 50.61
0.618 49.03
1.000 48.06
1.618 46.48
2.618 43.93
4.250 39.77
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 52.38 52.26
PP 52.13 51.88
S1 51.89 51.51

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

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