NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 46.25 44.08 -2.17 -4.7% 48.97
High 46.56 44.72 -1.84 -4.0% 50.88
Low 43.83 43.76 -0.07 -0.2% 44.55
Close 43.92 44.04 0.12 0.3% 46.13
Range 2.73 0.96 -1.77 -64.8% 6.33
ATR 3.45 3.27 -0.18 -5.2% 0.00
Volume 80,703 116,779 36,076 44.7% 460,206
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 47.05 46.51 44.57
R3 46.09 45.55 44.30
R2 45.13 45.13 44.22
R1 44.59 44.59 44.13 44.38
PP 44.17 44.17 44.17 44.07
S1 43.63 43.63 43.95 43.42
S2 43.21 43.21 43.86
S3 42.25 42.67 43.78
S4 41.29 41.71 43.51
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.18 62.48 49.61
R3 59.85 56.15 47.87
R2 53.52 53.52 47.29
R1 49.82 49.82 46.71 48.51
PP 47.19 47.19 47.19 46.53
S1 43.49 43.49 45.55 42.18
S2 40.86 40.86 44.97
S3 34.53 37.16 44.39
S4 28.20 30.83 42.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.86 43.76 4.10 9.3% 2.22 5.0% 7% False True 99,919
10 50.88 43.35 7.53 17.1% 3.08 7.0% 9% False False 101,901
20 56.86 43.19 13.67 31.0% 3.22 7.3% 6% False False 76,644
40 56.96 39.82 17.14 38.9% 3.53 8.0% 25% False False 48,672
60 68.86 39.82 29.04 65.9% 3.52 8.0% 15% False False 35,602
80 89.50 39.82 49.68 112.8% 3.77 8.6% 8% False False 28,305
100 111.15 39.82 71.33 162.0% 3.68 8.4% 6% False False 23,287
120 123.58 39.82 83.76 190.2% 3.25 7.4% 5% False False 19,669
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 0.82
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 48.80
2.618 47.23
1.618 46.27
1.000 45.68
0.618 45.31
HIGH 44.72
0.618 44.35
0.500 44.24
0.382 44.13
LOW 43.76
0.618 43.17
1.000 42.80
1.618 42.21
2.618 41.25
4.250 39.68
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 44.24 45.81
PP 44.17 45.22
S1 44.11 44.63

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

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