NYMEX Light Sweet Crude Oil Future December 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 55.07 55.55 0.48 0.9% 55.15
High 56.10 57.05 0.95 1.7% 56.10
Low 53.21 55.01 1.80 3.4% 52.56
Close 55.52 55.37 -0.15 -0.3% 55.52
Range 2.89 2.04 -0.85 -29.4% 3.54
ATR 2.50 2.47 -0.03 -1.3% 0.00
Volume 19,340 26,697 7,357 38.0% 84,859
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.93 60.69 56.49
R3 59.89 58.65 55.93
R2 57.85 57.85 55.74
R1 56.61 56.61 55.56 56.21
PP 55.81 55.81 55.81 55.61
S1 54.57 54.57 55.18 54.17
S2 53.77 53.77 55.00
S3 51.73 52.53 54.81
S4 49.69 50.49 54.25
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 57.05 52.56 4.49 8.1% 1.84 3.3% 63% True False 18,717
10 57.05 52.56 4.49 8.1% 2.08 3.8% 63% True False 18,788
20 59.44 52.49 6.95 12.6% 2.35 4.2% 41% False False 19,398
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 False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.72
2.618 62.39
1.618 60.35
1.000 59.09
0.618 58.31
HIGH 57.05
0.618 56.27
0.500 56.03
0.382 55.79
LOW 55.01
0.618 53.75
1.000 52.97
1.618 51.71
2.618 49.67
4.250 46.34
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 56.03 55.29
PP 55.81 55.21
S1 55.59 55.13

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

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