NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 45.20 46.48 1.28 2.8% 49.00
High 46.38 48.65 2.27 4.9% 49.00
Low 45.20 46.17 0.97 2.1% 43.34
Close 46.38 47.77 1.39 3.0% 45.73
Range 1.18 2.48 1.30 110.2% 5.66
ATR 2.15 2.18 0.02 1.1% 0.00
Volume 9,624 10,116 492 5.1% 29,954
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.97 53.85 49.13
R3 52.49 51.37 48.45
R2 50.01 50.01 48.22
R1 48.89 48.89 48.00 49.45
PP 47.53 47.53 47.53 47.81
S1 46.41 46.41 47.54 46.97
S2 45.05 45.05 47.32
S3 42.57 43.93 47.09
S4 40.09 41.45 46.41
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 48.65 43.34 5.31 11.1% 2.20 4.6% 83% True False 8,112
10 51.32 43.34 7.98 16.7% 2.06 4.3% 56% False False 7,994
20 54.10 43.34 10.76 22.5% 1.95 4.1% 41% False False 7,156
40 60.48 43.34 17.14 35.9% 2.03 4.3% 26% False False 5,765
60 62.08 43.34 18.74 39.2% 1.62 3.4% 24% False False 4,865
80 76.95 43.34 33.61 70.4% 1.62 3.4% 13% False False 4,141
100 95.19 43.34 51.85 108.5% 1.54 3.2% 9% False False 3,588
120 111.60 43.34 68.26 142.9% 1.40 2.9% 6% False False 3,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.19
2.618 55.14
1.618 52.66
1.000 51.13
0.618 50.18
HIGH 48.65
0.618 47.70
0.500 47.41
0.382 47.12
LOW 46.17
0.618 44.64
1.000 43.69
1.618 42.16
2.618 39.68
4.250 35.63
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 47.65 47.36
PP 47.53 46.94
S1 47.41 46.53

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

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