NYMEX Light Sweet Crude Oil Future October 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 54.82 55.40 0.58 1.1% 52.50
High 55.21 55.40 0.19 0.3% 54.50
Low 53.97 52.31 -1.66 -3.1% 51.32
Close 53.97 52.31 -1.66 -3.1% 54.12
Range 1.24 3.09 1.85 149.2% 3.18
ATR 1.52 1.63 0.11 7.4% 0.00
Volume 4,761 3,617 -1,144 -24.0% 14,156
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.61 60.55 54.01
R3 59.52 57.46 53.16
R2 56.43 56.43 52.88
R1 54.37 54.37 52.59 53.86
PP 53.34 53.34 53.34 53.08
S1 51.28 51.28 52.03 50.77
S2 50.25 50.25 51.74
S3 47.16 48.19 51.46
S4 44.07 45.10 50.61
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.85 61.67 55.87
R3 59.67 58.49 54.99
R2 56.49 56.49 54.70
R1 55.31 55.31 54.41 55.90
PP 53.31 53.31 53.31 53.61
S1 52.13 52.13 53.83 52.72
S2 50.13 50.13 53.54
S3 46.95 48.95 53.25
S4 43.77 45.77 52.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.40 51.50 3.90 7.5% 1.72 3.3% 21% True False 3,467
10 55.40 51.32 4.08 7.8% 1.37 2.6% 24% True False 3,130
20 56.95 51.11 5.84 11.2% 1.42 2.7% 21% False False 3,431
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 0.22
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 68.53
2.618 63.49
1.618 60.40
1.000 58.49
0.618 57.31
HIGH 55.40
0.618 54.22
0.500 53.86
0.382 53.49
LOW 52.31
0.618 50.40
1.000 49.22
1.618 47.31
2.618 44.22
4.250 39.18
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 53.86 53.86
PP 53.34 53.34
S1 52.83 52.83

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

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