NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 44.02 42.82 -1.20 -2.7% 51.79
High 44.64 45.39 0.75 1.7% 53.21
Low 42.22 42.19 -0.03 -0.1% 47.57
Close 42.44 45.31 2.87 6.8% 48.14
Range 2.42 3.20 0.78 32.2% 5.64
ATR 2.64 2.68 0.04 1.5% 0.00
Volume 20,250 16,375 -3,875 -19.1% 74,648
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.90 52.80 47.07
R3 50.70 49.60 46.19
R2 47.50 47.50 45.90
R1 46.40 46.40 45.60 46.95
PP 44.30 44.30 44.30 44.57
S1 43.20 43.20 45.02 43.75
S2 41.10 41.10 44.72
S3 37.90 40.00 44.43
S4 34.70 36.80 43.55
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 49.98 42.19 7.79 17.2% 2.76 6.1% 40% False True 18,356
10 53.21 42.19 11.02 24.3% 2.60 5.7% 28% False True 15,987
20 54.24 42.19 12.05 26.6% 2.45 5.4% 26% False True 14,025
40 60.72 42.19 18.53 40.9% 2.76 6.1% 17% False True 12,028
60 61.20 42.19 19.01 42.0% 2.83 6.2% 16% False True 9,900
80 76.25 42.19 34.06 75.2% 2.67 5.9% 9% False True 8,194
100 107.23 42.19 65.04 143.5% 2.43 5.4% 5% False True 7,006
120 118.21 42.19 76.02 167.8% 2.21 4.9% 4% False True 5,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.99
2.618 53.77
1.618 50.57
1.000 48.59
0.618 47.37
HIGH 45.39
0.618 44.17
0.500 43.79
0.382 43.41
LOW 42.19
0.618 40.21
1.000 38.99
1.618 37.01
2.618 33.81
4.250 28.59
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 44.80 45.42
PP 44.30 45.38
S1 43.79 45.35

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

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