NYMEX Light Sweet Crude Oil Future November 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	55.82	55.92	0.10	0.2%	52.80
High	55.82	55.92	0.10	0.2%	54.91
Low	54.56	53.03	-1.53	-2.8%	52.10
Close	54.67	53.03	-1.64	-3.0%	54.82
Range	1.26	2.89	1.63	129.4%	2.81
ATR	1.60	1.69	0.09	5.8%	0.00
Volume	3,688	1,977	-1,711	-46.4%	12,922

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.66	60.74	54.62
R3	59.77	57.85	53.82
R2	56.88	56.88	53.56
R1	54.96	54.96	53.29	54.48
PP	53.99	53.99	53.99	53.75
S1	52.07	52.07	52.77	51.59
S2	51.10	51.10	52.50
S3	48.21	49.18	52.24
S4	45.32	46.29	51.44

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.37	61.41	56.37
R3	59.56	58.60	55.59
R2	56.75	56.75	55.34
R1	55.79	55.79	55.08	56.27
PP	53.94	53.94	53.94	54.19
S1	52.98	52.98	54.56	53.46
S2	51.13	51.13	54.30
S3	48.32	50.17	54.05
S4	45.51	47.36	53.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.92	52.34	3.58	6.8%	1.60	3.0%	19%	True	False	2,740
10	55.92	52.10	3.82	7.2%	1.28	2.4%	24%	True	False	2,603
20	58.00	52.10	5.90	11.1%	1.28	2.4%	16%	False	False	3,110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	68.20
2.618	63.49
1.618	60.60
1.000	58.81
0.618	57.71
HIGH	55.92
0.618	54.82
0.500	54.48
0.382	54.13
LOW	53.03
0.618	51.24
1.000	50.14
1.618	48.35
2.618	45.46
4.250	40.75

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	54.48	54.48
PP	53.99	53.99
S1	53.51	53.51

Download as Excel Spreadsheet

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

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