NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 35.02 34.75 -0.27 -0.8% 39.88
High 36.22 39.85 3.63 10.0% 42.43
Low 34.13 34.59 0.46 1.3% 33.55
Close 34.62 39.48 4.86 14.0% 37.51
Range 2.09 5.26 3.17 151.7% 8.88
ATR 3.40 3.53 0.13 3.9% 0.00
Volume 153,708 73,864 -79,844 -51.9% 1,837,378
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.75 51.88 42.37
R3 48.49 46.62 40.93
R2 43.23 43.23 40.44
R1 41.36 41.36 39.96 42.30
PP 37.97 37.97 37.97 38.44
S1 36.10 36.10 39.00 37.04
S2 32.71 32.71 38.52
S3 27.45 30.84 38.03
S4 22.19 25.58 36.59
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 39.85 33.55 6.30 16.0% 3.71 9.4% 94% True False 230,221
10 42.68 33.55 9.13 23.1% 3.47 8.8% 65% False False 283,059
20 48.59 33.55 15.04 38.1% 3.41 8.6% 39% False False 278,168
40 54.74 33.55 21.19 53.7% 3.68 9.3% 28% False False 207,686
60 58.48 33.55 24.93 63.1% 3.76 9.5% 24% False False 152,766
80 73.54 33.55 39.99 101.3% 3.92 9.9% 15% False False 118,387
100 106.89 33.55 73.34 185.8% 4.11 10.4% 8% False False 96,417
120 121.38 33.55 87.83 222.5% 4.13 10.5% 7% False False 81,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 62.21
2.618 53.62
1.618 48.36
1.000 45.11
0.618 43.10
HIGH 39.85
0.618 37.84
0.500 37.22
0.382 36.60
LOW 34.59
0.618 31.34
1.000 29.33
1.618 26.08
2.618 20.82
4.250 12.24
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 38.73 38.65
PP 37.97 37.82
S1 37.22 36.99

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

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