NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 47.80 46.78 -1.02 -2.1% 50.40
High 48.20 47.26 -0.94 -2.0% 51.93
Low 46.09 42.19 -3.90 -8.5% 46.09
Close 46.67 42.88 -3.79 -8.1% 46.67
Range 2.11 5.07 2.96 140.3% 5.84
ATR 2.61 2.78 0.18 6.7% 0.00
Volume 47,393 43,251 -4,142 -8.7% 206,030
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.32 56.17 45.67
R3 54.25 51.10 44.27
R2 49.18 49.18 43.81
R1 46.03 46.03 43.34 45.07
PP 44.11 44.11 44.11 43.63
S1 40.96 40.96 42.42 40.00
S2 39.04 39.04 41.95
S3 33.97 35.89 41.49
S4 28.90 30.82 40.09
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.75 62.05 49.88
R3 59.91 56.21 48.28
R2 54.07 54.07 47.74
R1 50.37 50.37 47.21 49.30
PP 48.23 48.23 48.23 47.70
S1 44.53 44.53 46.13 43.46
S2 42.39 42.39 45.60
S3 36.55 38.69 45.06
S4 30.71 32.85 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.93 42.19 9.74 22.7% 2.79 6.5% 7% False True 40,508
10 51.93 42.19 9.74 22.7% 2.37 5.5% 7% False True 36,462
20 53.37 42.19 11.18 26.1% 2.62 6.1% 6% False True 34,897
40 59.66 42.19 17.47 40.7% 2.93 6.8% 4% False True 28,894
60 61.33 42.19 19.14 44.6% 3.14 7.3% 4% False True 26,345
80 76.00 42.19 33.81 78.8% 3.34 7.8% 2% False True 23,267
100 108.35 42.19 66.16 154.3% 3.46 8.1% 1% False True 20,679
120 121.37 42.19 79.18 184.7% 3.43 8.0% 1% False True 18,179
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 0.57
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 68.81
2.618 60.53
1.618 55.46
1.000 52.33
0.618 50.39
HIGH 47.26
0.618 45.32
0.500 44.73
0.382 44.13
LOW 42.19
0.618 39.06
1.000 37.12
1.618 33.99
2.618 28.92
4.250 20.64
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 44.73 45.35
PP 44.11 44.52
S1 43.50 43.70

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

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