NYMEX Light Sweet Crude Oil Future June 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 45.74 47.95 2.21 4.8% 43.58
High 48.80 48.55 -0.25 -0.5% 48.80
Low 45.74 46.27 0.53 1.2% 42.18
Close 48.74 48.05 -0.69 -1.4% 48.05
Range 3.06 2.28 -0.78 -25.5% 6.62
ATR 2.75 2.73 -0.02 -0.7% 0.00
Volume 66,178 54,532 -11,646 -17.6% 238,305
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.46 53.54 49.30
R3 52.18 51.26 48.68
R2 49.90 49.90 48.47
R1 48.98 48.98 48.26 49.44
PP 47.62 47.62 47.62 47.86
S1 46.70 46.70 47.84 47.16
S2 45.34 45.34 47.63
S3 43.06 44.42 47.42
S4 40.78 42.14 46.80
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.20 63.75 51.69
R3 59.58 57.13 49.87
R2 52.96 52.96 49.26
R1 50.51 50.51 48.66 51.74
PP 46.34 46.34 46.34 46.96
S1 43.89 43.89 47.44 45.12
S2 39.72 39.72 46.84
S3 33.10 37.27 46.23
S4 26.48 30.65 44.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.80 42.18 6.62 13.8% 2.61 5.4% 89% False False 47,661
10 48.80 40.85 7.95 16.5% 2.80 5.8% 91% False False 47,622
20 51.93 40.85 11.08 23.1% 2.47 5.1% 65% False False 40,240
40 59.66 40.85 18.81 39.1% 2.92 6.1% 38% False False 34,800
60 59.66 40.85 18.81 39.1% 2.98 6.2% 38% False False 30,686
80 76.00 40.85 35.15 73.2% 3.20 6.7% 20% False False 26,614
100 91.57 40.85 50.72 105.6% 3.36 7.0% 14% False False 23,863
120 112.04 40.85 71.19 148.2% 3.43 7.1% 10% False False 21,149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.24
2.618 54.52
1.618 52.24
1.000 50.83
0.618 49.96
HIGH 48.55
0.618 47.68
0.500 47.41
0.382 47.14
LOW 46.27
0.618 44.86
1.000 43.99
1.618 42.58
2.618 40.30
4.250 36.58
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 47.84 47.41
PP 47.62 46.78
S1 47.41 46.14

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

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