NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 55.45 55.15 -0.30 -0.5% 55.75
High 56.49 55.15 -1.34 -2.4% 57.54
Low 54.64 52.67 -1.97 -3.6% 53.63
Close 54.80 52.77 -2.03 -3.7% 54.80
Range 1.85 2.48 0.63 34.1% 3.91
ATR 2.75 2.73 -0.02 -0.7% 0.00
Volume 13,563 17,969 4,406 32.5% 96,814
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.97 59.35 54.13
R3 58.49 56.87 53.45
R2 56.01 56.01 53.22
R1 54.39 54.39 53.00 53.96
PP 53.53 53.53 53.53 53.32
S1 51.91 51.91 52.54 51.48
S2 51.05 51.05 52.32
S3 48.57 49.43 52.09
S4 46.09 46.95 51.41
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.05 64.84 56.95
R3 63.14 60.93 55.88
R2 59.23 59.23 55.52
R1 57.02 57.02 55.16 56.17
PP 55.32 55.32 55.32 54.90
S1 53.11 53.11 54.44 52.26
S2 51.41 51.41 54.08
S3 47.50 49.20 53.72
S4 43.59 45.29 52.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.55 52.67 3.88 7.4% 2.32 4.4% 3% False True 18,859
10 57.54 52.49 5.05 9.6% 2.53 4.8% 6% False False 21,059
20 64.09 52.49 11.60 22.0% 2.61 4.9% 2% False False 18,068
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 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.69
2.618 61.64
1.618 59.16
1.000 57.63
0.618 56.68
HIGH 55.15
0.618 54.20
0.500 53.91
0.382 53.62
LOW 52.67
0.618 51.14
1.000 50.19
1.618 48.66
2.618 46.18
4.250 42.13
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 53.91 54.58
PP 53.53 53.98
S1 53.15 53.37

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

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