NYMEX Light Sweet Crude Oil Future June 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 47.95 47.42 -0.53 -1.1% 43.58
High 48.55 47.48 -1.07 -2.2% 48.80
Low 46.27 43.42 -2.85 -6.2% 42.18
Close 48.05 43.68 -4.37 -9.1% 48.05
Range 2.28 4.06 1.78 78.1% 6.62
ATR 2.73 2.86 0.14 5.0% 0.00
Volume 54,532 48,754 -5,778 -10.6% 238,305
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.04 54.42 45.91
R3 52.98 50.36 44.80
R2 48.92 48.92 44.42
R1 46.30 46.30 44.05 45.58
PP 44.86 44.86 44.86 44.50
S1 42.24 42.24 43.31 41.52
S2 40.80 40.80 42.94
S3 36.74 38.18 42.56
S4 32.68 34.12 41.45
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 42.27 6.53 14.9% 2.82 6.4% 22% False False 50,168
10 48.80 40.85 7.95 18.2% 2.99 6.8% 36% False False 47,758
20 51.93 40.85 11.08 25.4% 2.58 5.9% 26% False False 41,343
40 59.66 40.85 18.81 43.1% 2.83 6.5% 15% False False 35,632
60 59.66 40.85 18.81 43.1% 3.00 6.9% 15% False False 31,253
80 76.00 40.85 35.15 80.5% 3.21 7.3% 8% False False 27,107
100 91.43 40.85 50.58 115.8% 3.36 7.7% 6% False False 24,279
120 109.98 40.85 69.13 158.3% 3.43 7.9% 4% False False 21,528
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 0.51
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.74
2.618 58.11
1.618 54.05
1.000 51.54
0.618 49.99
HIGH 47.48
0.618 45.93
0.500 45.45
0.382 44.97
LOW 43.42
0.618 40.91
1.000 39.36
1.618 36.85
2.618 32.79
4.250 26.17
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 45.45 46.11
PP 44.86 45.30
S1 44.27 44.49

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

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