NYMEX Light Sweet Crude Oil Future March 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 35.92 34.36 -1.56 -4.3% 39.88
High 36.25 38.25 2.00 5.5% 42.43
Low 33.55 33.81 0.26 0.8% 33.55
Close 33.98 37.51 3.53 10.4% 37.51
Range 2.70 4.44 1.74 64.4% 8.88
ATR 3.38 3.45 0.08 2.2% 0.00
Volume 315,650 326,176 10,526 3.3% 1,837,378
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.84 48.12 39.95
R3 45.40 43.68 38.73
R2 40.96 40.96 38.32
R1 39.24 39.24 37.92 40.10
PP 36.52 36.52 36.52 36.96
S1 34.80 34.80 37.10 35.66
S2 32.08 32.08 36.70
S3 27.64 30.36 36.29
S4 23.20 25.92 35.07
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.47 59.87 42.39
R3 55.59 50.99 39.95
R2 46.71 46.71 39.14
R1 42.11 42.11 38.32 39.97
PP 37.83 37.83 37.83 36.76
S1 33.23 33.23 36.70 31.09
S2 28.95 28.95 35.88
S3 20.07 24.35 35.07
S4 11.19 15.47 32.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.43 33.55 8.88 23.7% 3.48 9.3% 45% False False 367,475
10 42.68 33.55 9.13 24.3% 2.95 7.9% 43% False False 306,730
20 48.59 33.55 15.04 40.1% 3.40 9.1% 26% False False 297,012
40 54.74 33.55 21.19 56.5% 3.67 9.8% 19% False False 199,432
60 58.48 33.55 24.93 66.5% 3.72 9.9% 16% False False 145,187
80 77.04 33.55 43.49 115.9% 3.95 10.5% 9% False False 112,394
100 108.99 33.55 75.44 201.1% 4.13 11.0% 5% False False 91,567
120 121.38 33.55 87.83 234.2% 4.11 10.9% 5% False False 77,115
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 0.84
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.12
2.618 49.87
1.618 45.43
1.000 42.69
0.618 40.99
HIGH 38.25
0.618 36.55
0.500 36.03
0.382 35.51
LOW 33.81
0.618 31.07
1.000 29.37
1.618 26.63
2.618 22.19
4.250 14.94
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 37.02 37.01
PP 36.52 36.51
S1 36.03 36.01

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

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