NYMEX Light Sweet Crude Oil Future December 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 52.91 53.65 0.74 1.4% 55.75
High 54.40 55.07 0.67 1.2% 57.54
Low 52.56 53.45 0.89 1.7% 53.63
Close 53.61 55.07 1.46 2.7% 54.80
Range 1.84 1.62 -0.22 -12.0% 3.91
ATR 2.54 2.47 -0.07 -2.6% 0.00
Volume 14,362 14,252 -110 -0.8% 96,814
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.39 58.85 55.96
R3 57.77 57.23 55.52
R2 56.15 56.15 55.37
R1 55.61 55.61 55.22 55.88
PP 54.53 54.53 54.53 54.67
S1 53.99 53.99 54.92 54.26
S2 52.91 52.91 54.77
S3 51.29 52.37 54.62
S4 49.67 50.75 54.18
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 56.49 52.56 3.93 7.1% 1.72 3.1% 64% False False 15,816
10 57.54 52.56 4.98 9.0% 2.22 4.0% 50% False False 19,393
20 59.50 52.49 7.01 12.7% 2.30 4.2% 37% False False 18,647
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.96
2.618 59.31
1.618 57.69
1.000 56.69
0.618 56.07
HIGH 55.07
0.618 54.45
0.500 54.26
0.382 54.07
LOW 53.45
0.618 52.45
1.000 51.83
1.618 50.83
2.618 49.21
4.250 46.57
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 54.80 54.65
PP 54.53 54.23
S1 54.26 53.82

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

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