NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	52.35	52.63	0.28	0.5%	55.95
High	52.51	53.60	1.09	2.1%	55.95
Low	51.50	52.19	0.69	1.3%	52.26
Close	52.13	53.74	1.61	3.1%	53.52
Range	1.01	1.41	0.40	39.6%	3.69
ATR	1.52	1.52	0.00	-0.2%	0.00
Volume	2,721	2,284	-437	-16.1%	16,780

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	57.41	56.98	54.52
R3	56.00	55.57	54.13
R2	54.59	54.59	54.00
R1	54.16	54.16	53.87	54.38
PP	53.18	53.18	53.18	53.28
S1	52.75	52.75	53.61	52.97
S2	51.77	51.77	53.48
S3	50.36	51.34	53.35
S4	48.95	49.93	52.96

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	6.6%	0.99	1.8%	68%	False	False	2,540
10	55.95	51.32	4.63	8.6%	1.34	2.5%	52%	False	False	3,302
20	57.21	51.11	6.10	11.4%	1.22	2.3%	43%	False	False	3,183

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	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	59.59
2.618	57.29
1.618	55.88
1.000	55.01
0.618	54.47
HIGH	53.60
0.618	53.06
0.500	52.90
0.382	52.73
LOW	52.19
0.618	51.32
1.000	50.78
1.618	49.91
2.618	48.50
4.250	46.20

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	53.46	53.31
PP	53.18	52.89
S1	52.90	52.46

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols