NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 48.96 49.06 0.10 0.2% 46.28
High 50.00 49.06 -0.94 -1.9% 50.55
Low 48.12 45.40 -2.72 -5.7% 44.41
Close 49.82 45.65 -4.17 -8.4% 49.82
Range 1.88 3.66 1.78 94.7% 6.14
ATR 2.24 2.40 0.16 6.9% 0.00
Volume 13,897 8,284 -5,613 -40.4% 51,624
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.68 55.33 47.66
R3 54.02 51.67 46.66
R2 50.36 50.36 46.32
R1 48.01 48.01 45.99 47.36
PP 46.70 46.70 46.70 46.38
S1 44.35 44.35 45.31 43.70
S2 43.04 43.04 44.98
S3 39.38 40.69 44.64
S4 35.72 37.03 43.64
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.68 64.39 53.20
R3 60.54 58.25 51.51
R2 54.40 54.40 50.95
R1 52.11 52.11 50.38 53.26
PP 48.26 48.26 48.26 48.83
S1 45.97 45.97 49.26 47.12
S2 42.12 42.12 48.69
S3 35.98 39.83 48.13
S4 29.84 33.69 46.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.55 45.20 5.35 11.7% 2.44 5.3% 8% False False 10,479
10 50.55 43.34 7.21 15.8% 2.57 5.6% 32% False False 8,986
20 54.10 43.34 10.76 23.6% 2.12 4.6% 21% False False 7,837
40 60.48 43.34 17.14 37.5% 2.03 4.4% 13% False False 6,507
60 60.48 43.34 17.14 37.5% 1.76 3.9% 13% False False 5,302
80 76.95 43.34 33.61 73.6% 1.69 3.7% 7% False False 4,435
100 90.08 43.34 46.74 102.4% 1.62 3.6% 5% False False 3,859
120 109.67 43.34 66.33 145.3% 1.47 3.2% 3% False False 3,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.62
2.618 58.64
1.618 54.98
1.000 52.72
0.618 51.32
HIGH 49.06
0.618 47.66
0.500 47.23
0.382 46.80
LOW 45.40
0.618 43.14
1.000 41.74
1.618 39.48
2.618 35.82
4.250 29.85
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 47.23 47.98
PP 46.70 47.20
S1 46.18 46.43

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

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