NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 48.09 44.52 -3.57 -7.4% 44.93
High 48.10 46.40 -1.70 -3.5% 49.74
Low 44.52 44.27 -0.25 -0.6% 43.42
Close 44.73 46.01 1.28 2.9% 48.98
Range 3.58 2.13 -1.45 -40.5% 6.32
ATR 2.79 2.74 -0.05 -1.7% 0.00
Volume 17,124 12,282 -4,842 -28.3% 94,101
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 51.95 51.11 47.18
R3 49.82 48.98 46.60
R2 47.69 47.69 46.40
R1 46.85 46.85 46.21 47.27
PP 45.56 45.56 45.56 45.77
S1 44.72 44.72 45.81 45.14
S2 43.43 43.43 45.62
S3 41.30 42.59 45.42
S4 39.17 40.46 44.84
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 44.27 5.47 11.9% 2.76 6.0% 32% False True 19,428
10 49.74 42.19 7.55 16.4% 2.65 5.7% 51% False False 17,890
20 53.21 42.19 11.02 24.0% 2.46 5.3% 35% False False 16,090
40 60.72 42.19 18.53 40.3% 2.57 5.6% 21% False False 14,144
60 60.72 42.19 18.53 40.3% 2.85 6.2% 21% False False 11,746
80 72.11 42.19 29.92 65.0% 2.73 5.9% 13% False False 9,662
100 89.63 42.19 47.44 103.1% 2.57 5.6% 8% False False 8,267
120 110.25 42.19 68.06 147.9% 2.35 5.1% 6% False False 7,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.45
2.618 51.98
1.618 49.85
1.000 48.53
0.618 47.72
HIGH 46.40
0.618 45.59
0.500 45.34
0.382 45.08
LOW 44.27
0.618 42.95
1.000 42.14
1.618 40.82
2.618 38.69
4.250 35.22
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 45.79 46.84
PP 45.56 46.56
S1 45.34 46.29

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

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