NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	53.77	53.80	0.03	0.1%	55.55
High	54.26	54.00	-0.26	-0.5%	57.05
Low	53.12	51.96	-1.16	-2.2%	51.96
Close	53.87	52.52	-1.35	-2.5%	52.52
Range	1.14	2.04	0.90	78.9%	5.09
ATR	2.35	2.33	-0.02	-0.9%	0.00
Volume	21,212	20,211	-1,001	-4.7%	101,925

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.95	57.77	53.64
R3	56.91	55.73	53.08
R2	54.87	54.87	52.89
R1	53.69	53.69	52.71	53.26
PP	52.83	52.83	52.83	52.61
S1	51.65	51.65	52.33	51.22
S2	50.79	50.79	52.15
S3	48.75	49.61	51.96
S4	46.71	47.57	51.40

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.11	65.91	55.32
R3	64.02	60.82	53.92
R2	58.93	58.93	53.45
R1	55.73	55.73	52.99	54.79
PP	53.84	53.84	53.84	53.37
S1	50.64	50.64	52.05	49.70
S2	48.75	48.75	51.59
S3	43.66	45.55	51.12
S4	38.57	40.46	49.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.05	51.96	5.09	9.7%	1.96	3.7%	11%	False	True	20,385
10	57.05	51.96	5.09	9.7%	1.94	3.7%	11%	False	True	18,678
20	59.10	51.96	7.14	13.6%	2.22	4.2%	8%	False	True	19,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	62.67
2.618	59.34
1.618	57.30
1.000	56.04
0.618	55.26
HIGH	54.00
0.618	53.22
0.500	52.98
0.382	52.74
LOW	51.96
0.618	50.70
1.000	49.92
1.618	48.66
2.618	46.62
4.250	43.29

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	52.98	53.35
PP	52.83	53.07
S1	52.67	52.80

Download as Excel Spreadsheet

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

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