NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 34.36 37.81 3.45 10.0% 39.88
High 38.25 38.49 0.24 0.6% 42.43
Low 33.81 34.45 0.64 1.9% 33.55
Close 37.51 34.93 -2.58 -6.9% 37.51
Range 4.44 4.04 -0.40 -9.0% 8.88
ATR 3.45 3.50 0.04 1.2% 0.00
Volume 326,176 281,710 -44,466 -13.6% 1,837,378
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.08 45.54 37.15
R3 44.04 41.50 36.04
R2 40.00 40.00 35.67
R1 37.46 37.46 35.30 36.71
PP 35.96 35.96 35.96 35.58
S1 33.42 33.42 34.56 32.67
S2 31.92 31.92 34.19
S3 27.88 29.38 33.82
S4 23.84 25.34 32.71
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 41.80 33.55 8.25 23.6% 3.69 10.6% 17% False False 320,141
10 42.68 33.55 9.13 26.1% 3.10 8.9% 15% False False 311,128
20 48.59 33.55 15.04 43.1% 3.48 10.0% 9% False False 297,467
40 54.74 33.55 21.19 60.7% 3.66 10.5% 7% False False 205,352
60 58.48 33.55 24.93 71.4% 3.76 10.8% 6% False False 149,648
80 73.54 33.55 39.99 114.5% 3.93 11.3% 3% False False 115,847
100 108.15 33.55 74.60 213.6% 4.12 11.8% 2% False False 94,298
120 121.38 33.55 87.83 251.4% 4.13 11.8% 2% False False 79,441
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 0.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.66
2.618 49.07
1.618 45.03
1.000 42.53
0.618 40.99
HIGH 38.49
0.618 36.95
0.500 36.47
0.382 35.99
LOW 34.45
0.618 31.95
1.000 30.41
1.618 27.91
2.618 23.87
4.250 17.28
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 36.47 36.02
PP 35.96 35.66
S1 35.44 35.29

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

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