NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	53.75	52.00	-1.75	-3.3%	53.58
High	54.30	52.15	-2.15	-4.0%	55.68
Low	52.81	50.53	-2.28	-4.3%	51.49
Close	52.85	50.64	-2.21	-4.2%	52.85
Range	1.49	1.62	0.13	8.7%	4.19
ATR	2.35	2.35	0.00	-0.1%	0.00
Volume	3,118	3,304	186	6.0%	21,372

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.97	54.92	51.53
R3	54.35	53.30	51.09
R2	52.73	52.73	50.94
R1	51.68	51.68	50.79	51.40
PP	51.11	51.11	51.11	50.96
S1	50.06	50.06	50.49	49.78
S2	49.49	49.49	50.34
S3	47.87	48.44	50.19
S4	46.25	46.82	49.75

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.91	63.57	55.15
R3	61.72	59.38	54.00
R2	57.53	57.53	53.62
R1	55.19	55.19	53.23	54.27
PP	53.34	53.34	53.34	52.88
S1	51.00	51.00	52.47	50.08
S2	49.15	49.15	52.08
S3	44.96	46.81	51.70
S4	40.77	42.62	50.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.68	50.53	4.15	8.2%	1.86	3.7%	3%	False	True	4,027
10	55.68	50.12	5.56	11.0%	2.02	4.0%	9%	False	False	4,371
20	61.90	50.12	11.78	23.3%	1.93	3.8%	4%	False	False	3,889

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	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.04
2.618	56.39
1.618	54.77
1.000	53.77
0.618	53.15
HIGH	52.15
0.618	51.53
0.500	51.34
0.382	51.15
LOW	50.53
0.618	49.53
1.000	48.91
1.618	47.91
2.618	46.29
4.250	43.65

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	51.34	52.42
PP	51.11	51.82
S1	50.87	51.23

Download as Excel Spreadsheet

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

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