NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 54.10 53.77 -0.33 -0.6% 55.15
High 54.74 54.26 -0.48 -0.9% 56.10
Low 53.34 53.12 -0.22 -0.4% 52.56
Close 53.69 53.87 0.18 0.3% 55.52
Range 1.40 1.14 -0.26 -18.6% 3.54
ATR 2.44 2.35 -0.09 -3.8% 0.00
Volume 18,375 21,212 2,837 15.4% 84,859
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.17 56.66 54.50
R3 56.03 55.52 54.18
R2 54.89 54.89 54.08
R1 54.38 54.38 53.97 54.64
PP 53.75 53.75 53.75 53.88
S1 53.24 53.24 53.77 53.50
S2 52.61 52.61 53.66
S3 51.47 52.10 53.56
S4 50.33 50.96 53.24
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 53.12 3.93 7.3% 2.13 4.0% 19% False True 20,210
10 57.05 52.56 4.49 8.3% 1.93 3.6% 29% False False 18,013
20 59.44 52.49 6.95 12.9% 2.28 4.2% 20% False False 19,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 59.11
2.618 57.24
1.618 56.10
1.000 55.40
0.618 54.96
HIGH 54.26
0.618 53.82
0.500 53.69
0.382 53.56
LOW 53.12
0.618 52.42
1.000 51.98
1.618 51.28
2.618 50.14
4.250 48.28
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 53.81 55.00
PP 53.75 54.62
S1 53.69 54.25

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

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