NYMEX Light Sweet Crude Oil Future August 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 46.28 45.20 -1.08 -2.3% 49.00
High 46.85 46.38 -0.47 -1.0% 49.00
Low 44.41 45.20 0.79 1.8% 43.34
Close 45.20 46.38 1.18 2.6% 45.73
Range 2.44 1.18 -1.26 -51.6% 5.66
ATR 2.23 2.15 -0.07 -3.4% 0.00
Volume 7,509 9,624 2,115 28.2% 29,954
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.53 49.13 47.03
R3 48.35 47.95 46.70
R2 47.17 47.17 46.60
R1 46.77 46.77 46.49 46.97
PP 45.99 45.99 45.99 46.09
S1 45.59 45.59 46.27 45.79
S2 44.81 44.81 46.16
S3 43.63 44.41 46.06
S4 42.45 43.23 45.73
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 46.85 43.34 3.51 7.6% 2.17 4.7% 87% False False 7,648
10 54.10 43.34 10.76 23.2% 2.16 4.7% 28% False False 7,466
20 54.10 43.34 10.76 23.2% 1.93 4.2% 28% False False 7,044
40 60.48 43.34 17.14 37.0% 1.97 4.3% 18% False False 5,520
60 62.08 43.34 18.74 40.4% 1.58 3.4% 16% False False 4,733
80 76.95 43.34 33.61 72.5% 1.63 3.5% 9% False False 4,043
100 99.90 43.34 56.56 121.9% 1.51 3.3% 5% False False 3,498
120 113.14 43.34 69.80 150.5% 1.38 3.0% 4% False False 2,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 51.40
2.618 49.47
1.618 48.29
1.000 47.56
0.618 47.11
HIGH 46.38
0.618 45.93
0.500 45.79
0.382 45.65
LOW 45.20
0.618 44.47
1.000 44.02
1.618 43.29
2.618 42.11
4.250 40.19
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 46.18 46.06
PP 45.99 45.74
S1 45.79 45.43

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

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