NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 44.93 44.09 -0.84 -1.9% 48.62
High 46.36 45.57 -0.79 -1.7% 48.65
Low 43.42 43.69 0.27 0.6% 42.19
Close 44.16 45.43 1.27 2.9% 44.76
Range 2.94 1.88 -1.06 -36.1% 6.46
ATR 2.69 2.63 -0.06 -2.1% 0.00
Volume 12,022 14,343 2,321 19.3% 76,469
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.54 49.86 46.46
R3 48.66 47.98 45.95
R2 46.78 46.78 45.77
R1 46.10 46.10 45.60 46.44
PP 44.90 44.90 44.90 45.07
S1 44.22 44.22 45.26 44.56
S2 43.02 43.02 45.09
S3 41.14 42.34 44.91
S4 39.26 40.46 44.40
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.58 61.13 48.31
R3 58.12 54.67 46.54
R2 51.66 51.66 45.94
R1 48.21 48.21 45.35 46.71
PP 45.20 45.20 45.20 44.45
S1 41.75 41.75 44.17 40.25
S2 38.74 38.74 43.58
S3 32.28 35.29 42.98
S4 25.82 28.83 41.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.36 42.19 4.17 9.2% 2.53 5.6% 78% False False 16,352
10 53.13 42.19 10.94 24.1% 2.61 5.7% 30% False False 15,940
20 53.21 42.19 11.02 24.3% 2.35 5.2% 29% False False 14,325
40 60.72 42.19 18.53 40.8% 2.71 6.0% 17% False False 12,542
60 61.20 42.19 19.01 41.8% 2.81 6.2% 17% False False 10,441
80 76.25 42.19 34.06 75.0% 2.69 5.9% 10% False False 8,622
100 99.62 42.19 57.43 126.4% 2.49 5.5% 6% False False 7,410
120 113.00 42.19 70.81 155.9% 2.24 4.9% 5% False False 6,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.56
2.618 50.49
1.618 48.61
1.000 47.45
0.618 46.73
HIGH 45.57
0.618 44.85
0.500 44.63
0.382 44.41
LOW 43.69
0.618 42.53
1.000 41.81
1.618 40.65
2.618 38.77
4.250 35.70
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 45.16 45.15
PP 44.90 44.86
S1 44.63 44.58

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

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