NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 52.51 53.55 1.04 2.0% 51.80
High 53.96 54.10 0.14 0.3% 53.16
Low 52.00 50.62 -1.38 -2.7% 49.69
Close 52.48 50.75 -1.73 -3.3% 52.63
Range 1.96 3.48 1.52 77.6% 3.47
ATR 2.04 2.14 0.10 5.1% 0.00
Volume 8,903 4,843 -4,060 -45.6% 30,414
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.26 59.99 52.66
R3 58.78 56.51 51.71
R2 55.30 55.30 51.39
R1 53.03 53.03 51.07 52.43
PP 51.82 51.82 51.82 51.52
S1 49.55 49.55 50.43 48.95
S2 48.34 48.34 50.11
S3 44.86 46.07 49.79
S4 41.38 42.59 48.84
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 54.10 49.85 4.25 8.4% 2.15 4.2% 21% True False 6,579
10 54.10 49.69 4.41 8.7% 1.84 3.6% 24% True False 6,319
20 56.29 49.28 7.01 13.8% 2.03 4.0% 21% False False 6,087
40 60.48 44.75 15.73 31.0% 1.75 3.4% 38% False False 4,625
60 65.27 44.75 20.52 40.4% 1.49 2.9% 29% False False 3,882
80 79.03 44.75 34.28 67.5% 1.54 3.0% 18% False False 3,350
100 109.67 44.75 64.92 127.9% 1.36 2.7% 9% False False 2,836
120 123.71 44.75 78.96 155.6% 1.23 2.4% 8% False False 2,427
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 False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 68.89
2.618 63.21
1.618 59.73
1.000 57.58
0.618 56.25
HIGH 54.10
0.618 52.77
0.500 52.36
0.382 51.95
LOW 50.62
0.618 48.47
1.000 47.14
1.618 44.99
2.618 41.51
4.250 35.83
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 52.36 52.36
PP 51.82 51.82
S1 51.29 51.29

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

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