NYMEX Light Sweet Crude Oil Future May 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 46.59 46.39 -0.20 -0.4% 41.89
High 47.27 46.49 -0.78 -1.7% 47.55
Low 44.95 42.14 -2.81 -6.3% 40.63
Close 46.89 42.45 -4.44 -9.5% 46.89
Range 2.32 4.35 2.03 87.5% 6.92
ATR 2.79 2.93 0.14 5.0% 0.00
Volume 111,377 117,650 6,273 5.6% 512,713
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.74 53.95 44.84
R3 52.39 49.60 43.65
R2 48.04 48.04 43.25
R1 45.25 45.25 42.85 44.47
PP 43.69 43.69 43.69 43.31
S1 40.90 40.90 42.05 40.12
S2 39.34 39.34 41.65
S3 34.99 36.55 41.25
S4 30.64 32.20 40.06
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.78 63.26 50.70
R3 58.86 56.34 48.79
R2 51.94 51.94 48.16
R1 49.42 49.42 47.52 50.68
PP 45.02 45.02 45.02 45.66
S1 42.50 42.50 46.26 43.76
S2 38.10 38.10 45.62
S3 31.18 35.58 44.99
S4 24.26 28.66 43.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.55 40.72 6.83 16.1% 2.95 7.0% 25% False False 110,663
10 47.55 39.42 8.13 19.2% 3.06 7.2% 37% False False 96,498
20 50.47 39.42 11.05 26.0% 2.65 6.2% 27% False False 74,497
40 58.31 39.42 18.89 44.5% 2.93 6.9% 16% False False 51,477
60 58.31 39.42 18.89 44.5% 3.02 7.1% 16% False False 38,196
80 75.10 39.42 35.68 84.1% 3.17 7.5% 8% False False 30,497
100 90.77 39.42 51.35 121.0% 3.08 7.3% 6% False False 25,262
120 109.58 39.42 70.16 165.3% 2.77 6.5% 4% False False 21,375
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 0.52
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.98
2.618 57.88
1.618 53.53
1.000 50.84
0.618 49.18
HIGH 46.49
0.618 44.83
0.500 44.32
0.382 43.80
LOW 42.14
0.618 39.45
1.000 37.79
1.618 35.10
2.618 30.75
4.250 23.65
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 44.32 44.85
PP 43.69 44.05
S1 43.07 43.25

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

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