NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 46.48 48.30 1.82 3.9% 49.00
High 48.65 50.55 1.90 3.9% 49.00
Low 46.17 47.56 1.39 3.0% 43.34
Close 47.77 50.50 2.73 5.7% 45.73
Range 2.48 2.99 0.51 20.6% 5.66
ATR 2.18 2.23 0.06 2.7% 0.00
Volume 10,116 10,478 362 3.6% 29,954
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.51 57.49 52.14
R3 55.52 54.50 51.32
R2 52.53 52.53 51.05
R1 51.51 51.51 50.77 52.02
PP 49.54 49.54 49.54 49.79
S1 48.52 48.52 50.23 49.03
S2 46.55 46.55 49.95
S3 43.56 45.53 49.68
S4 40.57 42.54 48.86
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 50.55 44.00 6.55 13.0% 2.19 4.3% 99% True False 9,198
10 50.80 43.34 7.46 14.8% 2.23 4.4% 96% False False 8,373
20 54.10 43.34 10.76 21.3% 2.00 4.0% 67% False False 7,247
40 60.48 43.34 17.14 33.9% 2.08 4.1% 42% False False 6,008
60 60.48 43.34 17.14 33.9% 1.67 3.3% 42% False False 4,998
80 76.95 43.34 33.61 66.6% 1.64 3.2% 21% False False 4,260
100 94.32 43.34 50.98 101.0% 1.57 3.1% 14% False False 3,689
120 109.67 43.34 66.33 131.3% 1.42 2.8% 11% False False 3,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.26
2.618 58.38
1.618 55.39
1.000 53.54
0.618 52.40
HIGH 50.55
0.618 49.41
0.500 49.06
0.382 48.70
LOW 47.56
0.618 45.71
1.000 44.57
1.618 42.72
2.618 39.73
4.250 34.85
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 50.02 49.63
PP 49.54 48.75
S1 49.06 47.88

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

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