NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 39.73 38.10 -1.63 -4.1% 42.08
High 41.49 40.13 -1.36 -3.3% 42.72
Low 37.87 37.65 -0.22 -0.6% 37.12
Close 38.44 39.96 1.52 4.0% 40.03
Range 3.62 2.48 -1.14 -31.5% 5.60
ATR 2.96 2.93 -0.03 -1.2% 0.00
Volume 244,809 285,905 41,096 16.8% 919,849
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 46.69 45.80 41.32
R3 44.21 43.32 40.64
R2 41.73 41.73 40.41
R1 40.84 40.84 40.19 41.29
PP 39.25 39.25 39.25 39.47
S1 38.36 38.36 39.73 38.81
S2 36.77 36.77 39.51
S3 34.29 35.88 39.28
S4 31.81 33.40 38.60
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.76 53.99 43.11
R3 51.16 48.39 41.57
R2 45.56 45.56 41.06
R1 42.79 42.79 40.54 41.38
PP 39.96 39.96 39.96 39.25
S1 37.19 37.19 39.52 35.78
S2 34.36 34.36 39.00
S3 28.76 31.59 38.49
S4 23.16 25.99 36.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.49 37.12 4.37 10.9% 2.71 6.8% 65% False False 247,627
10 47.72 37.12 10.60 26.5% 2.79 7.0% 27% False False 230,977
20 49.85 37.12 12.73 31.9% 2.69 6.7% 22% False False 176,910
40 56.86 37.12 19.74 49.4% 3.21 8.0% 14% False False 114,320
60 59.57 37.12 22.45 56.2% 3.33 8.3% 13% False False 82,789
80 74.05 37.12 36.93 92.4% 3.51 8.8% 8% False False 64,245
100 102.60 37.12 65.48 163.9% 3.65 9.1% 4% False False 52,401
120 112.27 37.12 75.15 188.1% 3.42 8.6% 4% False False 44,143
Crabel Price Patterns
NR True
NR4 True
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 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.67
2.618 46.62
1.618 44.14
1.000 42.61
0.618 41.66
HIGH 40.13
0.618 39.18
0.500 38.89
0.382 38.60
LOW 37.65
0.618 36.12
1.000 35.17
1.618 33.64
2.618 31.16
4.250 27.11
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 39.60 39.81
PP 39.25 39.66
S1 38.89 39.52

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

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