NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 45.00 47.20 2.20 4.9% 46.28
High 47.15 49.91 2.76 5.9% 50.55
Low 45.00 47.20 2.20 4.9% 44.41
Close 46.88 49.69 2.81 6.0% 49.82
Range 2.15 2.71 0.56 26.0% 6.14
ATR 2.38 2.43 0.05 1.9% 0.00
Volume 6,585 11,430 4,845 73.6% 51,624
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.06 56.09 51.18
R3 54.35 53.38 50.44
R2 51.64 51.64 50.19
R1 50.67 50.67 49.94 51.16
PP 48.93 48.93 48.93 49.18
S1 47.96 47.96 49.44 48.45
S2 46.22 46.22 49.19
S3 43.51 45.25 48.94
S4 40.80 42.54 48.20
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 45.00 5.55 11.2% 2.68 5.4% 85% False False 10,134
10 50.55 43.34 7.21 14.5% 2.44 4.9% 88% False False 9,123
20 54.10 43.34 10.76 21.7% 2.24 4.5% 59% False False 8,175
40 60.48 43.34 17.14 34.5% 2.04 4.1% 37% False False 6,838
60 60.48 43.34 17.14 34.5% 1.80 3.6% 37% False False 5,508
80 71.56 43.34 28.22 56.8% 1.66 3.3% 23% False False 4,604
100 88.98 43.34 45.64 91.8% 1.62 3.3% 14% False False 4,016
120 109.67 43.34 66.33 133.5% 1.51 3.0% 10% False False 3,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.43
2.618 57.00
1.618 54.29
1.000 52.62
0.618 51.58
HIGH 49.91
0.618 48.87
0.500 48.56
0.382 48.24
LOW 47.20
0.618 45.53
1.000 44.49
1.618 42.82
2.618 40.11
4.250 35.68
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 49.31 48.95
PP 48.93 48.20
S1 48.56 47.46

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

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