NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 43.90 45.35 1.45 3.3% 49.00
High 46.40 45.85 -0.55 -1.2% 49.00
Low 43.34 44.00 0.66 1.5% 43.34
Close 46.39 45.73 -0.66 -1.4% 45.73
Range 3.06 1.85 -1.21 -39.5% 5.66
ATR 2.20 2.21 0.01 0.6% 0.00
Volume 5,048 8,266 3,218 63.7% 29,954
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.74 50.09 46.75
R3 48.89 48.24 46.24
R2 47.04 47.04 46.07
R1 46.39 46.39 45.90 46.72
PP 45.19 45.19 45.19 45.36
S1 44.54 44.54 45.56 44.87
S2 43.34 43.34 45.39
S3 41.49 42.69 45.22
S4 39.64 40.84 44.71
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.00 60.03 48.84
R3 57.34 54.37 47.29
R2 51.68 51.68 46.77
R1 48.71 48.71 46.25 47.37
PP 46.02 46.02 46.02 45.35
S1 43.05 43.05 45.21 41.71
S2 40.36 40.36 44.69
S3 34.70 37.39 44.17
S4 29.04 31.73 42.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.23 43.34 6.89 15.1% 2.45 5.4% 35% False False 7,798
10 54.10 43.34 10.76 23.5% 2.25 4.9% 22% False False 7,312
20 54.45 43.34 11.11 24.3% 2.04 4.5% 22% False False 6,817
40 60.48 43.34 17.14 37.5% 1.94 4.2% 14% False False 5,317
60 62.08 43.34 18.74 41.0% 1.58 3.5% 13% False False 4,552
80 76.95 43.34 33.61 73.5% 1.61 3.5% 7% False False 3,877
100 102.52 43.34 59.18 129.4% 1.51 3.3% 4% False False 3,335
120 118.25 43.34 74.91 163.8% 1.35 2.9% 3% False False 2,837
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.71
2.618 50.69
1.618 48.84
1.000 47.70
0.618 46.99
HIGH 45.85
0.618 45.14
0.500 44.93
0.382 44.71
LOW 44.00
0.618 42.86
1.000 42.15
1.618 41.01
2.618 39.16
4.250 36.14
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 45.46 45.44
PP 45.19 45.16
S1 44.93 44.87

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

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