NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 52.27 51.27 -1.00 -1.9% 54.82
High 52.39 52.15 -0.24 -0.5% 55.40
Low 51.73 50.57 -1.16 -2.2% 50.57
Close 52.26 50.96 -1.30 -2.5% 50.96
Range 0.66 1.58 0.92 139.4% 4.83
ATR 1.50 1.51 0.01 0.9% 0.00
Volume 3,242 6,551 3,309 102.1% 21,716
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.97 55.04 51.83
R3 54.39 53.46 51.39
R2 52.81 52.81 51.25
R1 51.88 51.88 51.10 51.56
PP 51.23 51.23 51.23 51.06
S1 50.30 50.30 50.82 49.98
S2 49.65 49.65 50.67
S3 48.07 48.72 50.53
S4 46.49 47.14 50.09
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.80 63.71 53.62
R3 61.97 58.88 52.29
R2 57.14 57.14 51.85
R1 54.05 54.05 51.40 53.18
PP 52.31 52.31 52.31 51.88
S1 49.22 49.22 50.52 48.35
S2 47.48 47.48 50.07
S3 42.65 44.39 49.63
S4 37.82 39.56 48.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.40 50.57 4.83 9.5% 1.45 2.9% 8% False True 4,343
10 55.40 50.57 4.83 9.5% 1.28 2.5% 8% False True 3,587
20 56.95 50.57 6.38 12.5% 1.39 2.7% 6% False True 3,537
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 56.29
1.618 54.71
1.000 53.73
0.618 53.13
HIGH 52.15
0.618 51.55
0.500 51.36
0.382 51.17
LOW 50.57
0.618 49.59
1.000 48.99
1.618 48.01
2.618 46.43
4.250 43.86
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 51.36 51.64
PP 51.23 51.41
S1 51.09 51.19

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

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