NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	51.59	52.35	0.76	1.5%	55.95
High	51.69	52.51	0.82	1.6%	55.95
Low	51.32	51.50	0.18	0.4%	52.26
Close	51.42	52.13	0.71	1.4%	53.52
Range	0.37	1.01	0.64	173.0%	3.69
ATR	1.55	1.52	-0.03	-2.1%	0.00
Volume	2,173	2,721	548	25.2%	16,780

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.08	54.61	52.69
R3	54.07	53.60	52.41
R2	53.06	53.06	52.32
R1	52.59	52.59	52.22	52.32
PP	52.05	52.05	52.05	51.91
S1	51.58	51.58	52.04	51.31
S2	51.04	51.04	51.94
S3	50.03	50.57	51.85
S4	49.02	49.56	51.57

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.98	62.94	55.55
R3	61.29	59.25	54.53
R2	57.60	57.60	54.20
R1	55.56	55.56	53.86	54.74
PP	53.91	53.91	53.91	53.50
S1	51.87	51.87	53.18	51.05
S2	50.22	50.22	52.84
S3	46.53	48.18	52.51
S4	42.84	44.49	51.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.86	51.32	3.54	6.8%	0.94	1.8%	23%	False	False	2,614
10	55.95	51.32	4.63	8.9%	1.29	2.5%	17%	False	False	3,396
20	59.11	51.11	8.00	15.3%	1.26	2.4%	13%	False	False	3,217

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.80
2.618	55.15
1.618	54.14
1.000	53.52
0.618	53.13
HIGH	52.51
0.618	52.12
0.500	52.01
0.382	51.89
LOW	51.50
0.618	50.88
1.000	50.49
1.618	49.87
2.618	48.86
4.250	47.21

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	52.09	52.10
PP	52.05	52.06
S1	52.01	52.03

Download as Excel Spreadsheet

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

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