NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 46.38 48.83 2.45 5.3% 48.21
High 47.46 48.83 1.37 2.9% 48.21
Low 45.81 46.31 0.50 1.1% 45.06
Close 47.34 46.94 -0.40 -0.8% 47.34
Range 1.65 2.52 0.87 52.7% 3.15
ATR 1.82 1.87 0.05 2.7% 0.00
Volume 3,632 3,283 -349 -9.6% 20,923
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.92 53.45 48.33
R3 52.40 50.93 47.63
R2 49.88 49.88 47.40
R1 48.41 48.41 47.17 47.89
PP 47.36 47.36 47.36 47.10
S1 45.89 45.89 46.71 45.37
S2 44.84 44.84 46.48
S3 42.32 43.37 46.25
S4 39.80 40.85 45.55
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 48.83 45.06 3.77 8.0% 1.72 3.7% 50% True False 4,841
10 55.40 45.06 10.34 22.0% 1.59 3.4% 18% False False 4,592
20 55.95 45.06 10.89 23.2% 1.38 2.9% 17% False False 3,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.54
2.618 55.43
1.618 52.91
1.000 51.35
0.618 50.39
HIGH 48.83
0.618 47.87
0.500 47.57
0.382 47.27
LOW 46.31
0.618 44.75
1.000 43.79
1.618 42.23
2.618 39.71
4.250 35.60
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 47.57 47.32
PP 47.36 47.19
S1 47.15 47.07

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

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