NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 49.88 45.78 -4.10 -8.2% 46.91
High 50.99 48.05 -2.94 -5.8% 51.29
Low 46.23 45.78 -0.45 -1.0% 45.32
Close 46.49 47.71 1.22 2.6% 50.57
Range 4.76 2.27 -2.49 -52.3% 5.97
ATR 2.48 2.47 -0.02 -0.6% 0.00
Volume 8,137 6,108 -2,029 -24.9% 42,306
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.99 53.12 48.96
R3 51.72 50.85 48.33
R2 49.45 49.45 48.13
R1 48.58 48.58 47.92 49.02
PP 47.18 47.18 47.18 47.40
S1 46.31 46.31 47.50 46.75
S2 44.91 44.91 47.29
S3 42.64 44.04 47.09
S4 40.37 41.77 46.46
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.97 64.74 53.85
R3 61.00 58.77 52.21
R2 55.03 55.03 51.66
R1 52.80 52.80 51.12 53.92
PP 49.06 49.06 49.06 49.62
S1 46.83 46.83 50.02 47.95
S2 43.09 43.09 49.48
S3 37.12 40.86 48.93
S4 31.15 34.89 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 45.78 5.51 11.5% 2.92 6.1% 35% False True 8,525
10 51.29 44.19 7.10 14.9% 2.52 5.3% 50% False False 7,626
20 54.95 44.19 10.76 22.6% 2.23 4.7% 33% False False 6,470
40 61.90 44.19 17.71 37.1% 2.08 4.4% 20% False False 5,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.70
2.618 53.99
1.618 51.72
1.000 50.32
0.618 49.45
HIGH 48.05
0.618 47.18
0.500 46.92
0.382 46.65
LOW 45.78
0.618 44.38
1.000 43.51
1.618 42.11
2.618 39.84
4.250 36.13
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 47.45 48.39
PP 47.18 48.16
S1 46.92 47.94

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

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