NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	53.65	55.07	1.42	2.6%	55.15
High	55.07	56.10	1.03	1.9%	56.10
Low	53.45	53.21	-0.24	-0.4%	52.56
Close	55.07	55.52	0.45	0.8%	55.52
Range	1.62	2.89	1.27	78.4%	3.54
ATR	2.47	2.50	0.03	1.2%	0.00
Volume	14,252	19,340	5,088	35.7%	84,859

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.61	62.46	57.11
R3	60.72	59.57	56.31
R2	57.83	57.83	56.05
R1	56.68	56.68	55.78	57.26
PP	54.94	54.94	54.94	55.23
S1	53.79	53.79	55.26	54.37
S2	52.05	52.05	54.99
S3	49.16	50.90	54.73
S4	46.27	48.01	53.93

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.35	63.97	57.47
R3	61.81	60.43	56.49
R2	58.27	58.27	56.17
R1	56.89	56.89	55.84	57.58
PP	54.73	54.73	54.73	55.07
S1	53.35	53.35	55.20	54.04
S2	51.19	51.19	54.87
S3	47.65	49.81	54.55
S4	44.11	46.27	53.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.10	52.56	3.54	6.4%	1.93	3.5%	84%	True	False	16,971
10	57.54	52.56	4.98	9.0%	2.13	3.8%	59%	False	False	18,167
20	59.44	52.49	6.95	12.5%	2.33	4.2%	44%	False	False	18,771

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	0.58
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	68.38
2.618	63.67
1.618	60.78
1.000	58.99
0.618	57.89
HIGH	56.10
0.618	55.00
0.500	54.66
0.382	54.31
LOW	53.21
0.618	51.42
1.000	50.32
1.618	48.53
2.618	45.64
4.250	40.93

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	55.23	55.12
PP	54.94	54.73
S1	54.66	54.33

Download as Excel Spreadsheet

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

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