NYMEX Light Sweet Crude Oil Future September 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	50.95	51.60	0.65	1.3%	53.92
High	51.87	51.62	-0.25	-0.5%	54.95
Low	50.72	49.69	-1.03	-2.0%	49.69
Close	51.45	50.17	-1.28	-2.5%	50.17
Range	1.15	1.93	0.78	67.8%	5.26
ATR	2.10	2.08	-0.01	-0.6%	0.00
Volume	5,853	6,194	341	5.8%	28,373

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.28	55.16	51.23
R3	54.35	53.23	50.70
R2	52.42	52.42	50.52
R1	51.30	51.30	50.35	50.90
PP	50.49	50.49	50.49	50.29
S1	49.37	49.37	49.99	48.97
S2	48.56	48.56	49.82
S3	46.63	47.44	49.64
S4	44.70	45.51	49.11

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.38	64.04	53.06
R3	62.12	58.78	51.62
R2	56.86	56.86	51.13
R1	53.52	53.52	50.65	52.56
PP	51.60	51.60	51.60	51.13
S1	48.26	48.26	49.69	47.30
S2	46.34	46.34	49.21
S3	41.08	43.00	48.72
S4	35.82	37.74	47.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.95	49.69	5.26	10.5%	1.94	3.9%	9%	False	True	5,674
10	54.95	49.69	5.26	10.5%	1.73	3.5%	9%	False	True	4,622
20	56.04	49.69	6.35	12.7%	1.86	3.7%	8%	False	True	4,545

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	0.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.82
2.618	56.67
1.618	54.74
1.000	53.55
0.618	52.81
HIGH	51.62
0.618	50.88
0.500	50.66
0.382	50.43
LOW	49.69
0.618	48.50
1.000	47.76
1.618	46.57
2.618	44.64
4.250	41.49

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	50.66	51.05
PP	50.49	50.76
S1	50.33	50.46

Download as Excel Spreadsheet

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

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