NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 53.77 53.80 0.03 0.1% 55.55
High 54.26 54.00 -0.26 -0.5% 57.05
Low 53.12 51.96 -1.16 -2.2% 51.96
Close 53.87 52.52 -1.35 -2.5% 52.52
Range 1.14 2.04 0.90 78.9% 5.09
ATR 2.35 2.33 -0.02 -0.9% 0.00
Volume 21,212 20,211 -1,001 -4.7% 101,925
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.95 57.77 53.64
R3 56.91 55.73 53.08
R2 54.87 54.87 52.89
R1 53.69 53.69 52.71 53.26
PP 52.83 52.83 52.83 52.61
S1 51.65 51.65 52.33 51.22
S2 50.79 50.79 52.15
S3 48.75 49.61 51.96
S4 46.71 47.57 51.40
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 69.11 65.91 55.32
R3 64.02 60.82 53.92
R2 58.93 58.93 53.45
R1 55.73 55.73 52.99 54.79
PP 53.84 53.84 53.84 53.37
S1 50.64 50.64 52.05 49.70
S2 48.75 48.75 51.59
S3 43.66 45.55 51.12
S4 38.57 40.46 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.05 51.96 5.09 9.7% 1.96 3.7% 11% False True 20,385
10 57.05 51.96 5.09 9.7% 1.94 3.7% 11% False True 18,678
20 59.10 51.96 7.14 13.6% 2.22 4.2% 8% False True 19,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.67
2.618 59.34
1.618 57.30
1.000 56.04
0.618 55.26
HIGH 54.00
0.618 53.22
0.500 52.98
0.382 52.74
LOW 51.96
0.618 50.70
1.000 49.92
1.618 48.66
2.618 46.62
4.250 43.29
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 52.98 53.35
PP 52.83 53.07
S1 52.67 52.80

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

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