NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 42.39 44.59 2.20 5.2% 39.73
High 45.30 44.91 -0.39 -0.9% 45.30
Low 42.27 42.55 0.28 0.7% 37.65
Close 45.22 44.76 -0.46 -1.0% 44.76
Range 3.03 2.36 -0.67 -22.1% 7.65
ATR 2.97 2.95 -0.02 -0.7% 0.00
Volume 323,428 287,202 -36,226 -11.2% 1,379,531
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.15 50.32 46.06
R3 48.79 47.96 45.41
R2 46.43 46.43 45.19
R1 45.60 45.60 44.98 46.02
PP 44.07 44.07 44.07 44.28
S1 43.24 43.24 44.54 43.66
S2 41.71 41.71 44.33
S3 39.35 40.88 44.11
S4 36.99 38.52 43.46
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.52 62.79 48.97
R3 57.87 55.14 46.86
R2 50.22 50.22 46.16
R1 47.49 47.49 45.46 48.86
PP 42.57 42.57 42.57 43.25
S1 39.84 39.84 44.06 41.21
S2 34.92 34.92 43.36
S3 27.27 32.19 42.66
S4 19.62 24.54 40.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.30 37.65 7.65 17.1% 2.98 6.7% 93% False False 275,906
10 45.30 37.12 8.18 18.3% 2.87 6.4% 93% False False 254,659
20 47.99 37.12 10.87 24.3% 2.62 5.9% 70% False False 204,488
40 56.86 37.12 19.74 44.1% 3.22 7.2% 39% False False 134,718
60 56.96 37.12 19.84 44.3% 3.26 7.3% 39% False False 96,432
80 74.05 37.12 36.93 82.5% 3.43 7.7% 21% False False 74,540
100 91.65 37.12 54.53 121.8% 3.59 8.0% 14% False False 60,768
120 111.15 37.12 74.03 165.4% 3.47 7.8% 10% False False 51,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.94
2.618 51.09
1.618 48.73
1.000 47.27
0.618 46.37
HIGH 44.91
0.618 44.01
0.500 43.73
0.382 43.45
LOW 42.55
0.618 41.09
1.000 40.19
1.618 38.73
2.618 36.37
4.250 32.52
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 44.42 43.96
PP 44.07 43.15
S1 43.73 42.35

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

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