NYMEX Light Sweet Crude Oil Future October 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 46.56 46.38 -0.18 -0.4% 48.21
High 47.90 47.46 -0.44 -0.9% 48.21
Low 46.49 45.81 -0.68 -1.5% 45.06
Close 48.01 47.34 -0.67 -1.4% 47.34
Range 1.41 1.65 0.24 17.0% 3.15
ATR 1.80 1.82 0.03 1.6% 0.00
Volume 5,914 3,632 -2,282 -38.6% 20,923
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.82 51.23 48.25
R3 50.17 49.58 47.79
R2 48.52 48.52 47.64
R1 47.93 47.93 47.49 48.23
PP 46.87 46.87 46.87 47.02
S1 46.28 46.28 47.19 46.58
S2 45.22 45.22 47.04
S3 43.57 44.63 46.89
S4 41.92 42.98 46.43
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.32 54.98 49.07
R3 53.17 51.83 48.21
R2 50.02 50.02 47.92
R1 48.68 48.68 47.63 47.78
PP 46.87 46.87 46.87 46.42
S1 45.53 45.53 47.05 44.63
S2 43.72 43.72 46.76
S3 40.57 42.38 46.47
S4 37.42 39.23 45.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.15 45.06 7.09 15.0% 1.53 3.2% 32% False False 5,494
10 55.40 45.06 10.34 21.8% 1.52 3.2% 22% False False 4,659
20 55.95 45.06 10.89 23.0% 1.43 3.0% 21% False False 3,980
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.47
2.618 51.78
1.618 50.13
1.000 49.11
0.618 48.48
HIGH 47.46
0.618 46.83
0.500 46.64
0.382 46.44
LOW 45.81
0.618 44.79
1.000 44.16
1.618 43.14
2.618 41.49
4.250 38.80
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 47.11 47.05
PP 46.87 46.77
S1 46.64 46.48

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

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