NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 55.92 53.36 -2.56 -4.6% 52.80
High 55.92 53.63 -2.29 -4.1% 54.91
Low 53.03 52.79 -0.24 -0.5% 52.10
Close 53.03 52.91 -0.12 -0.2% 54.82
Range 2.89 0.84 -2.05 -70.9% 2.81
ATR 1.69 1.63 -0.06 -3.6% 0.00
Volume 1,977 3,458 1,481 74.9% 12,922
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.63 55.11 53.37
R3 54.79 54.27 53.14
R2 53.95 53.95 53.06
R1 53.43 53.43 52.99 53.27
PP 53.11 53.11 53.11 53.03
S1 52.59 52.59 52.83 52.43
S2 52.27 52.27 52.76
S3 51.43 51.75 52.68
S4 50.59 50.91 52.45
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 52.79 3.13 5.9% 1.61 3.0% 4% False True 3,062
10 55.92 52.10 3.82 7.2% 1.15 2.2% 21% False False 2,614
20 58.00 52.10 5.90 11.2% 1.29 2.4% 14% False False 3,125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.20
2.618 55.83
1.618 54.99
1.000 54.47
0.618 54.15
HIGH 53.63
0.618 53.31
0.500 53.21
0.382 53.11
LOW 52.79
0.618 52.27
1.000 51.95
1.618 51.43
2.618 50.59
4.250 49.22
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 53.21 54.36
PP 53.11 53.87
S1 53.01 53.39

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

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