NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 46.91 46.19 -0.72 -1.5% 49.91
High 48.07 47.25 -0.82 -1.7% 49.91
Low 45.32 46.15 0.83 1.8% 44.19
Close 46.08 47.25 1.17 2.5% 46.55
Range 2.75 1.10 -1.65 -60.0% 5.72
ATR 2.32 2.24 -0.08 -3.5% 0.00
Volume 6,624 7,302 678 10.2% 29,930
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.18 49.82 47.86
R3 49.08 48.72 47.55
R2 47.98 47.98 47.45
R1 47.62 47.62 47.35 47.80
PP 46.88 46.88 46.88 46.98
S1 46.52 46.52 47.15 46.70
S2 45.78 45.78 47.05
S3 44.68 45.42 46.95
S4 43.58 44.32 46.65
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 48.07 44.19 3.88 8.2% 2.13 4.5% 79% False False 6,727
10 54.84 44.19 10.65 22.5% 2.22 4.7% 29% False False 6,708
20 54.95 44.19 10.76 22.8% 1.97 4.2% 28% False False 5,345
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.93
2.618 50.13
1.618 49.03
1.000 48.35
0.618 47.93
HIGH 47.25
0.618 46.83
0.500 46.70
0.382 46.57
LOW 46.15
0.618 45.47
1.000 45.05
1.618 44.37
2.618 43.27
4.250 41.48
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 47.07 46.97
PP 46.88 46.69
S1 46.70 46.42

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

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