NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	55.07	55.55	0.48	0.9%	55.15
High	56.10	57.05	0.95	1.7%	56.10
Low	53.21	55.01	1.80	3.4%	52.56
Close	55.52	55.37	-0.15	-0.3%	55.52
Range	2.89	2.04	-0.85	-29.4%	3.54
ATR	2.50	2.47	-0.03	-1.3%	0.00
Volume	19,340	26,697	7,357	38.0%	84,859

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.93	60.69	56.49
R3	59.89	58.65	55.93
R2	57.85	57.85	55.74
R1	56.61	56.61	55.56	56.21
PP	55.81	55.81	55.81	55.61
S1	54.57	54.57	55.18	54.17
S2	53.77	53.77	55.00
S3	51.73	52.53	54.81
S4	49.69	50.49	54.25

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	57.05	52.56	4.49	8.1%	1.84	3.3%	63%	True	False	18,717
10	57.05	52.56	4.49	8.1%	2.08	3.8%	63%	True	False	18,788
20	59.44	52.49	6.95	12.6%	2.35	4.2%	41%	False	False	19,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.72
2.618	62.39
1.618	60.35
1.000	59.09
0.618	58.31
HIGH	57.05
0.618	56.27
0.500	56.03
0.382	55.79
LOW	55.01
0.618	53.75
1.000	52.97
1.618	51.71
2.618	49.67
4.250	46.34

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	56.03	55.29
PP	55.81	55.21
S1	55.59	55.13

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