NYMEX Light Sweet Crude Oil Future July 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 46.88 49.13 2.25 4.8% 44.93
High 49.74 49.41 -0.33 -0.7% 49.74
Low 46.80 47.23 0.43 0.9% 43.42
Close 49.69 48.98 -0.71 -1.4% 48.98
Range 2.94 2.18 -0.76 -25.9% 6.32
ATR 2.67 2.66 -0.02 -0.6% 0.00
Volume 26,912 26,659 -253 -0.9% 94,101
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.08 54.21 50.18
R3 52.90 52.03 49.58
R2 50.72 50.72 49.38
R1 49.85 49.85 49.18 49.20
PP 48.54 48.54 48.54 48.21
S1 47.67 47.67 48.78 47.02
S2 46.36 46.36 48.58
S3 44.18 45.49 48.38
S4 42.00 43.31 47.78
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.34 63.98 52.46
R3 60.02 57.66 50.72
R2 53.70 53.70 50.14
R1 51.34 51.34 49.56 52.52
PP 47.38 47.38 47.38 47.97
S1 45.02 45.02 48.40 46.20
S2 41.06 41.06 47.82
S3 34.74 38.70 47.24
S4 28.42 32.38 45.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.74 43.42 6.32 12.9% 2.58 5.3% 88% False False 18,820
10 49.74 42.19 7.55 15.4% 2.75 5.6% 90% False False 18,862
20 53.21 42.19 11.02 22.5% 2.36 4.8% 62% False False 15,666
40 60.72 42.19 18.53 37.8% 2.73 5.6% 37% False False 13,838
60 60.72 42.19 18.53 37.8% 2.82 5.8% 37% False False 11,383
80 76.25 42.19 34.06 69.5% 2.72 5.5% 20% False False 9,364
100 91.84 42.19 49.65 101.4% 2.57 5.2% 14% False False 8,002
120 110.25 42.19 68.06 139.0% 2.31 4.7% 10% False False 6,868
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.68
2.618 55.12
1.618 52.94
1.000 51.59
0.618 50.76
HIGH 49.41
0.618 48.58
0.500 48.32
0.382 48.06
LOW 47.23
0.618 45.88
1.000 45.05
1.618 43.70
2.618 41.52
4.250 37.97
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 48.76 48.41
PP 48.54 47.84
S1 48.32 47.27

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

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