NYMEX Light Sweet Crude Oil Future August 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 53.55 50.75 -2.80 -5.2% 51.80
High 54.10 51.32 -2.78 -5.1% 53.16
Low 50.62 50.09 -0.53 -1.0% 49.69
Close 50.75 50.43 -0.32 -0.6% 52.63
Range 3.48 1.23 -2.25 -64.7% 3.47
ATR 2.14 2.08 -0.07 -3.0% 0.00
Volume 4,843 6,682 1,839 38.0% 30,414
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.30 53.60 51.11
R3 53.07 52.37 50.77
R2 51.84 51.84 50.66
R1 51.14 51.14 50.54 50.88
PP 50.61 50.61 50.61 50.48
S1 49.91 49.91 50.32 49.65
S2 49.38 49.38 50.20
S3 48.15 48.68 50.09
S4 46.92 47.45 49.75
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 50.09 4.01 8.0% 2.16 4.3% 8% False True 6,889
10 54.10 49.69 4.41 8.7% 1.76 3.5% 17% False False 6,120
20 56.29 49.28 7.01 13.9% 2.03 4.0% 16% False False 6,229
40 60.48 44.75 15.73 31.2% 1.73 3.4% 36% False False 4,733
60 65.09 44.75 20.34 40.3% 1.47 2.9% 28% False False 3,967
80 79.03 44.75 34.28 68.0% 1.54 3.1% 17% False False 3,425
100 109.67 44.75 64.92 128.7% 1.37 2.7% 9% False False 2,897
120 123.71 44.75 78.96 156.6% 1.24 2.4% 7% False False 2,479
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 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.55
2.618 54.54
1.618 53.31
1.000 52.55
0.618 52.08
HIGH 51.32
0.618 50.85
0.500 50.71
0.382 50.56
LOW 50.09
0.618 49.33
1.000 48.86
1.618 48.10
2.618 46.87
4.250 44.86
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 50.71 52.10
PP 50.61 51.54
S1 50.52 50.99

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

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