NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 54.10 55.82 1.72 3.2% 52.80
High 54.91 55.82 0.91 1.7% 54.91
Low 53.30 54.56 1.26 2.4% 52.10
Close 54.82 54.67 -0.15 -0.3% 54.82
Range 1.61 1.26 -0.35 -21.7% 2.81
ATR 1.62 1.60 -0.03 -1.6% 0.00
Volume 4,064 3,688 -376 -9.3% 12,922
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.80 57.99 55.36
R3 57.54 56.73 55.02
R2 56.28 56.28 54.90
R1 55.47 55.47 54.79 55.25
PP 55.02 55.02 55.02 54.90
S1 54.21 54.21 54.55 53.99
S2 53.76 53.76 54.44
S3 52.50 52.95 54.32
S4 51.24 51.69 53.98
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.37 61.41 56.37
R3 59.56 58.60 55.59
R2 56.75 56.75 55.34
R1 55.79 55.79 55.08 56.27
PP 53.94 53.94 53.94 54.19
S1 52.98 52.98 54.56 53.46
S2 51.13 51.13 54.30
S3 48.32 50.17 54.05
S4 45.51 47.36 53.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.82 52.10 3.72 6.8% 1.03 1.9% 69% True False 2,721
10 55.82 52.10 3.72 6.8% 0.99 1.8% 69% True False 2,786
20 58.00 52.10 5.90 10.8% 1.23 2.2% 44% False False 3,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.18
2.618 59.12
1.618 57.86
1.000 57.08
0.618 56.60
HIGH 55.82
0.618 55.34
0.500 55.19
0.382 55.04
LOW 54.56
0.618 53.78
1.000 53.30
1.618 52.52
2.618 51.26
4.250 49.21
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 55.19 54.58
PP 55.02 54.48
S1 54.84 54.39

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

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