NYMEX Light Sweet Crude Oil Future October 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 55.40 52.55 -2.85 -5.1% 52.50
High 55.40 52.70 -2.70 -4.9% 54.50
Low 52.31 52.00 -0.31 -0.6% 51.32
Close 52.31 52.12 -0.19 -0.4% 54.12
Range 3.09 0.70 -2.39 -77.3% 3.18
ATR 1.63 1.57 -0.07 -4.1% 0.00
Volume 3,617 3,545 -72 -2.0% 14,156
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.37 53.95 52.51
R3 53.67 53.25 52.31
R2 52.97 52.97 52.25
R1 52.55 52.55 52.18 52.41
PP 52.27 52.27 52.27 52.21
S1 51.85 51.85 52.06 51.71
S2 51.57 51.57 51.99
S3 50.87 51.15 51.93
S4 50.17 50.45 51.74
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 52.00 3.40 6.5% 1.66 3.2% 4% False True 3,632
10 55.40 51.32 4.08 7.8% 1.30 2.5% 20% False False 3,123
20 56.95 51.11 5.84 11.2% 1.44 2.8% 17% False False 3,466
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 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 55.68
2.618 54.53
1.618 53.83
1.000 53.40
0.618 53.13
HIGH 52.70
0.618 52.43
0.500 52.35
0.382 52.27
LOW 52.00
0.618 51.57
1.000 51.30
1.618 50.87
2.618 50.17
4.250 49.03
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 52.35 53.70
PP 52.27 53.17
S1 52.20 52.65

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

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