NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 44.59 44.34 -0.25 -0.6% 39.73
High 44.91 44.49 -0.42 -0.9% 45.30
Low 42.55 39.84 -2.71 -6.4% 37.65
Close 44.76 40.15 -4.61 -10.3% 44.76
Range 2.36 4.65 2.29 97.0% 7.65
ATR 2.95 3.09 0.14 4.8% 0.00
Volume 287,202 274,579 -12,623 -4.4% 1,379,531
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.44 52.45 42.71
R3 50.79 47.80 41.43
R2 46.14 46.14 41.00
R1 43.15 43.15 40.58 42.32
PP 41.49 41.49 41.49 41.08
S1 38.50 38.50 39.72 37.67
S2 36.84 36.84 39.30
S3 32.19 33.85 38.87
S4 27.54 29.20 37.59
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 19.1% 3.19 7.9% 33% False False 281,860
10 45.30 37.12 8.18 20.4% 3.18 7.9% 37% False False 257,395
20 47.99 37.12 10.87 27.1% 2.74 6.8% 28% False False 213,678
40 56.86 37.12 19.74 49.2% 3.13 7.8% 15% False False 141,142
60 56.96 37.12 19.84 49.4% 3.29 8.2% 15% False False 100,830
80 74.05 37.12 36.93 92.0% 3.43 8.5% 8% False False 77,866
100 90.14 37.12 53.02 132.1% 3.59 8.9% 6% False False 63,481
120 111.15 37.12 74.03 184.4% 3.51 8.7% 4% False False 53,414
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 0.55
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.25
2.618 56.66
1.618 52.01
1.000 49.14
0.618 47.36
HIGH 44.49
0.618 42.71
0.500 42.17
0.382 41.62
LOW 39.84
0.618 36.97
1.000 35.19
1.618 32.32
2.618 27.67
4.250 20.08
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 42.17 42.57
PP 41.49 41.76
S1 40.82 40.96

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

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