NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 44.09 45.74 1.65 3.7% 46.78
High 46.10 48.80 2.70 5.9% 47.26
Low 43.48 45.74 2.26 5.2% 40.85
Close 45.89 48.74 2.85 6.2% 43.56
Range 2.62 3.06 0.44 16.8% 6.41
ATR 2.72 2.75 0.02 0.9% 0.00
Volume 40,743 66,178 25,435 62.4% 190,530
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.94 55.90 50.42
R3 53.88 52.84 49.58
R2 50.82 50.82 49.30
R1 49.78 49.78 49.02 50.30
PP 47.76 47.76 47.76 48.02
S1 46.72 46.72 48.46 47.24
S2 44.70 44.70 48.18
S3 41.64 43.66 47.90
S4 38.58 40.60 47.06
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.12 59.75 47.09
R3 56.71 53.34 45.32
R2 50.30 50.30 44.74
R1 46.93 46.93 44.15 45.41
PP 43.89 43.89 43.89 43.13
S1 40.52 40.52 42.97 39.00
S2 37.48 37.48 42.38
S3 31.07 34.11 41.80
S4 24.66 27.70 40.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.80 41.46 7.34 15.1% 2.60 5.3% 99% True False 46,646
10 48.80 40.85 7.95 16.3% 2.72 5.6% 99% True False 46,256
20 51.93 40.85 11.08 22.7% 2.45 5.0% 71% False False 39,214
40 59.66 40.85 18.81 38.6% 2.90 6.0% 42% False False 33,756
60 59.66 40.85 18.81 38.6% 3.01 6.2% 42% False False 29,940
80 76.00 40.85 35.15 72.1% 3.23 6.6% 22% False False 26,173
100 95.75 40.85 54.90 112.6% 3.37 6.9% 14% False False 23,422
120 112.04 40.85 71.19 146.1% 3.43 7.0% 11% False False 20,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.81
2.618 56.81
1.618 53.75
1.000 51.86
0.618 50.69
HIGH 48.80
0.618 47.63
0.500 47.27
0.382 46.91
LOW 45.74
0.618 43.85
1.000 42.68
1.618 40.79
2.618 37.73
4.250 32.74
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 48.25 47.67
PP 47.76 46.60
S1 47.27 45.54

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

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