NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 52.34 53.30 0.96 1.8% 55.69
High 53.10 54.41 1.31 2.5% 56.63
Low 52.34 52.95 0.61 1.2% 53.05
Close 52.88 54.41 1.53 2.9% 54.16
Range 0.76 1.46 0.70 92.1% 3.58
ATR 1.63 1.62 -0.01 -0.4% 0.00
Volume 1,852 2,123 271 14.6% 15,469
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.30 57.82 55.21
R3 56.84 56.36 54.81
R2 55.38 55.38 54.68
R1 54.90 54.90 54.54 55.14
PP 53.92 53.92 53.92 54.05
S1 53.44 53.44 54.28 53.68
S2 52.46 52.46 54.14
S3 51.00 51.98 54.01
S4 49.54 50.52 53.61
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 6.5% 0.81 1.5% 65% False False 2,175
10 56.63 52.10 4.53 8.3% 1.17 2.2% 51% False False 2,919
20 58.00 52.10 5.90 10.8% 1.16 2.1% 39% False False 3,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.62
2.618 58.23
1.618 56.77
1.000 55.87
0.618 55.31
HIGH 54.41
0.618 53.85
0.500 53.68
0.382 53.51
LOW 52.95
0.618 52.05
1.000 51.49
1.618 50.59
2.618 49.13
4.250 46.75
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 54.17 54.03
PP 53.92 53.64
S1 53.68 53.26

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

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