NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	53.92	52.89	-1.03	-1.9%	52.00
High	54.95	54.84	-0.11	-0.2%	54.05
Low	53.08	51.52	-1.56	-2.9%	50.50
Close	53.27	51.59	-1.68	-3.2%	53.42
Range	1.87	3.32	1.45	77.5%	3.55
ATR	2.14	2.23	0.08	3.9%	0.00
Volume	5,143	5,862	719	14.0%	17,851

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.61	60.42	53.42
R3	59.29	57.10	52.50
R2	55.97	55.97	52.20
R1	53.78	53.78	51.89	53.22
PP	52.65	52.65	52.65	52.37
S1	50.46	50.46	51.29	49.90
S2	49.33	49.33	50.98
S3	46.01	47.14	50.68
S4	42.69	43.82	49.76

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.31	61.91	55.37
R3	59.76	58.36	54.40
R2	56.21	56.21	54.07
R1	54.81	54.81	53.75	55.51
PP	52.66	52.66	52.66	53.01
S1	51.26	51.26	53.09	51.96
S2	49.11	49.11	52.77
S3	45.56	47.71	52.44
S4	42.01	44.16	51.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.95	50.86	4.09	7.9%	2.15	4.2%	18%	False	False	4,417
10	54.95	50.50	4.45	8.6%	1.73	3.4%	24%	False	False	4,040
20	57.15	50.12	7.03	13.6%	1.97	3.8%	21%	False	False	4,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	68.95
2.618	63.53
1.618	60.21
1.000	58.16
0.618	56.89
HIGH	54.84
0.618	53.57
0.500	53.18
0.382	52.79
LOW	51.52
0.618	49.47
1.000	48.20
1.618	46.15
2.618	42.83
4.250	37.41

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	53.18	53.11
PP	52.65	52.60
S1	52.12	52.10

Download as Excel Spreadsheet

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

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