NYMEX Light Sweet Crude Oil Future July 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 49.22 48.62 -0.60 -1.2% 51.79
High 49.38 48.65 -0.73 -1.5% 53.21
Low 47.57 43.71 -3.86 -8.1% 47.57
Close 48.14 44.34 -3.80 -7.9% 48.14
Range 1.81 4.94 3.13 172.9% 5.64
ATR 2.48 2.65 0.18 7.1% 0.00
Volume 18,053 21,073 3,020 16.7% 74,648
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.39 57.30 47.06
R3 55.45 52.36 45.70
R2 50.51 50.51 45.25
R1 47.42 47.42 44.79 46.50
PP 45.57 45.57 45.57 45.10
S1 42.48 42.48 43.89 41.56
S2 40.63 40.63 43.43
S3 35.69 37.54 42.98
S4 30.75 32.60 41.62
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.56 62.99 51.24
R3 60.92 57.35 49.69
R2 55.28 55.28 49.17
R1 51.71 51.71 48.66 50.68
PP 49.64 49.64 49.64 49.12
S1 46.07 46.07 47.62 45.04
S2 44.00 44.00 47.11
S3 38.36 40.43 46.59
S4 32.72 34.79 45.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.13 43.71 9.42 21.2% 2.68 6.0% 7% False True 15,528
10 53.21 43.71 9.50 21.4% 2.27 5.1% 7% False True 14,290
20 54.24 43.71 10.53 23.7% 2.39 5.4% 6% False True 13,547
40 60.72 43.67 17.05 38.5% 2.74 6.2% 4% False False 11,577
60 61.20 43.67 17.53 39.5% 2.81 6.3% 4% False False 9,397
80 76.25 43.67 32.58 73.5% 2.64 6.0% 2% False False 7,790
100 108.05 43.67 64.38 145.2% 2.40 5.4% 1% False False 6,664
120 119.87 43.67 76.20 171.9% 2.16 4.9% 1% False False 5,654
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 30 trading days
Fibonacci Retracements and Extensions
4.250 69.65
2.618 61.58
1.618 56.64
1.000 53.59
0.618 51.70
HIGH 48.65
0.618 46.76
0.500 46.18
0.382 45.60
LOW 43.71
0.618 40.66
1.000 38.77
1.618 35.72
2.618 30.78
4.250 22.72
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 46.18 46.85
PP 45.57 46.01
S1 44.95 45.18

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

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