NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 44.57 45.36 0.79 1.8% 49.91
High 47.23 46.61 -0.62 -1.3% 49.91
Low 44.19 44.76 0.57 1.3% 44.19
Close 47.23 46.55 -0.68 -1.4% 46.55
Range 3.04 1.85 -1.19 -39.1% 5.72
ATR 2.27 2.29 0.01 0.6% 0.00
Volume 6,691 4,895 -1,796 -26.8% 29,930
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.52 50.89 47.57
R3 49.67 49.04 47.06
R2 47.82 47.82 46.89
R1 47.19 47.19 46.72 47.51
PP 45.97 45.97 45.97 46.13
S1 45.34 45.34 46.38 45.66
S2 44.12 44.12 46.21
S3 42.27 43.49 46.04
S4 40.42 41.64 45.53
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.04 61.02 49.70
R3 58.32 55.30 48.12
R2 52.60 52.60 47.60
R1 49.58 49.58 47.07 48.23
PP 46.88 46.88 46.88 46.21
S1 43.86 43.86 46.03 42.51
S2 41.16 41.16 45.50
S3 35.44 38.14 44.98
S4 29.72 32.42 43.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.62 44.19 7.43 16.0% 2.48 5.3% 32% False False 7,224
10 54.95 44.19 10.76 23.1% 2.30 4.9% 22% False False 6,238
20 55.68 44.19 11.49 24.7% 2.08 4.5% 21% False False 5,166
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.47
2.618 51.45
1.618 49.60
1.000 48.46
0.618 47.75
HIGH 46.61
0.618 45.90
0.500 45.69
0.382 45.47
LOW 44.76
0.618 43.62
1.000 42.91
1.618 41.77
2.618 39.92
4.250 36.90
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 46.26 46.27
PP 45.97 45.99
S1 45.69 45.71

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

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