NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 55.40 54.10 -1.30 -2.3% 55.15
High 56.88 54.74 -2.14 -3.8% 56.10
Low 53.71 53.34 -0.37 -0.7% 52.56
Close 53.75 53.69 -0.06 -0.1% 55.52
Range 3.17 1.40 -1.77 -55.8% 3.54
ATR 2.52 2.44 -0.08 -3.2% 0.00
Volume 15,430 18,375 2,945 19.1% 84,859
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.12 57.31 54.46
R3 56.72 55.91 54.08
R2 55.32 55.32 53.95
R1 54.51 54.51 53.82 54.22
PP 53.92 53.92 53.92 53.78
S1 53.11 53.11 53.56 52.82
S2 52.52 52.52 53.43
S3 51.12 51.71 53.31
S4 49.72 50.31 52.92
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 53.21 3.84 7.2% 2.22 4.1% 13% False False 18,818
10 57.05 52.56 4.49 8.4% 1.99 3.7% 25% False False 17,728
20 59.44 52.49 6.95 12.9% 2.35 4.4% 17% False False 19,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.69
2.618 58.41
1.618 57.01
1.000 56.14
0.618 55.61
HIGH 54.74
0.618 54.21
0.500 54.04
0.382 53.87
LOW 53.34
0.618 52.47
1.000 51.94
1.618 51.07
2.618 49.67
4.250 47.39
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 54.04 55.20
PP 53.92 54.69
S1 53.81 54.19

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

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