NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 52.80 52.15 -0.65 -1.2% 55.69
High 52.95 52.15 -0.80 -1.5% 56.63
Low 52.42 52.10 -0.32 -0.6% 53.05
Close 52.08 52.13 0.05 0.1% 54.16
Range 0.53 0.05 -0.48 -90.6% 3.58
ATR 1.80 1.68 -0.12 -6.9% 0.00
Volume 3,002 1,881 -1,121 -37.3% 15,469
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.28 52.25 52.16
R3 52.23 52.20 52.14
R2 52.18 52.18 52.14
R1 52.15 52.15 52.13 52.14
PP 52.13 52.13 52.13 52.12
S1 52.10 52.10 52.13 52.09
S2 52.08 52.08 52.12
S3 52.03 52.05 52.12
S4 51.98 52.00 52.10
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.35 63.34 56.13
R3 61.77 59.76 55.14
R2 58.19 58.19 54.82
R1 56.18 56.18 54.49 55.40
PP 54.61 54.61 54.61 54.22
S1 52.60 52.60 53.83 51.82
S2 51.03 51.03 53.50
S3 47.45 49.02 53.18
S4 43.87 45.44 52.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.66 52.10 3.56 6.8% 0.96 1.8% 1% False True 2,466
10 56.63 52.10 4.53 8.7% 1.06 2.0% 1% False True 3,337
20 63.22 52.10 11.12 21.3% 1.25 2.4% 0% False True 3,104
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 True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.36
2.618 52.28
1.618 52.23
1.000 52.20
0.618 52.18
HIGH 52.15
0.618 52.13
0.500 52.13
0.382 52.12
LOW 52.10
0.618 52.07
1.000 52.05
1.618 52.02
2.618 51.97
4.250 51.89
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 52.13 53.88
PP 52.13 53.30
S1 52.13 52.71

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

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