NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 53.65 55.07 1.42 2.6% 55.15
High 55.07 56.10 1.03 1.9% 56.10
Low 53.45 53.21 -0.24 -0.4% 52.56
Close 55.07 55.52 0.45 0.8% 55.52
Range 1.62 2.89 1.27 78.4% 3.54
ATR 2.47 2.50 0.03 1.2% 0.00
Volume 14,252 19,340 5,088 35.7% 84,859
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.61 62.46 57.11
R3 60.72 59.57 56.31
R2 57.83 57.83 56.05
R1 56.68 56.68 55.78 57.26
PP 54.94 54.94 54.94 55.23
S1 53.79 53.79 55.26 54.37
S2 52.05 52.05 54.99
S3 49.16 50.90 54.73
S4 46.27 48.01 53.93
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.35 63.97 57.47
R3 61.81 60.43 56.49
R2 58.27 58.27 56.17
R1 56.89 56.89 55.84 57.58
PP 54.73 54.73 54.73 55.07
S1 53.35 53.35 55.20 54.04
S2 51.19 51.19 54.87
S3 47.65 49.81 54.55
S4 44.11 46.27 53.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 52.56 3.54 6.4% 1.93 3.5% 84% True False 16,971
10 57.54 52.56 4.98 9.0% 2.13 3.8% 59% False False 18,167
20 59.44 52.49 6.95 12.5% 2.33 4.2% 44% False False 18,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 68.38
2.618 63.67
1.618 60.78
1.000 58.99
0.618 57.89
HIGH 56.10
0.618 55.00
0.500 54.66
0.382 54.31
LOW 53.21
0.618 51.42
1.000 50.32
1.618 48.53
2.618 45.64
4.250 40.93
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 55.23 55.12
PP 54.94 54.73
S1 54.66 54.33

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

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