NYMEX Light Sweet Crude Oil Future November 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	52.34	53.30	0.96	1.8%	55.69
High	53.10	54.41	1.31	2.5%	56.63
Low	52.34	52.95	0.61	1.2%	53.05
Close	52.88	54.41	1.53	2.9%	54.16
Range	0.76	1.46	0.70	92.1%	3.58
ATR	1.63	1.62	-0.01	-0.4%	0.00
Volume	1,852	2,123	271	14.6%	15,469

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.30	57.82	55.21
R3	56.84	56.36	54.81
R2	55.38	55.38	54.68
R1	54.90	54.90	54.54	55.14
PP	53.92	53.92	53.92	54.05
S1	53.44	53.44	54.28	53.68
S2	52.46	52.46	54.14
S3	51.00	51.98	54.01
S4	49.54	50.52	53.61

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.35	63.34	56.13
R3	61.77	59.76	55.14
R2	58.19	58.19	54.82
R1	56.18	56.18	54.49	55.40
PP	54.61	54.61	54.61	54.22
S1	52.60	52.60	53.83	51.82
S2	51.03	51.03	53.50
S3	47.45	49.02	53.18
S4	43.87	45.44	52.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.66	52.10	3.56	6.5%	0.81	1.5%	65%	False	False	2,175
10	56.63	52.10	4.53	8.3%	1.17	2.2%	51%	False	False	2,919
20	58.00	52.10	5.90	10.8%	1.16	2.1%	39%	False	False	3,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.62
2.618	58.23
1.618	56.77
1.000	55.87
0.618	55.31
HIGH	54.41
0.618	53.85
0.500	53.68
0.382	53.51
LOW	52.95
0.618	52.05
1.000	51.49
1.618	50.59
2.618	49.13
4.250	46.75

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	54.17	54.03
PP	53.92	53.64
S1	53.68	53.26

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