NYMEX Light Sweet Crude Oil Future October 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 48.83 47.76 -1.07 -2.2% 48.21
High 48.83 48.11 -0.72 -1.5% 48.21
Low 46.31 46.99 0.68 1.5% 45.06
Close 46.94 48.11 1.17 2.5% 47.34
Range 2.52 1.12 -1.40 -55.6% 3.15
ATR 1.87 1.82 -0.05 -2.7% 0.00
Volume 3,283 3,633 350 10.7% 20,923
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.10 50.72 48.73
R3 49.98 49.60 48.42
R2 48.86 48.86 48.32
R1 48.48 48.48 48.21 48.67
PP 47.74 47.74 47.74 47.83
S1 47.36 47.36 48.01 47.55
S2 46.62 46.62 47.90
S3 45.50 46.24 47.80
S4 44.38 45.12 47.49
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 7.8% 1.70 3.5% 81% False False 4,348
10 55.40 45.06 10.34 21.5% 1.57 3.3% 29% False False 4,479
20 55.40 45.06 10.34 21.5% 1.36 2.8% 29% False False 3,810
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 0.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 52.87
2.618 51.04
1.618 49.92
1.000 49.23
0.618 48.80
HIGH 48.11
0.618 47.68
0.500 47.55
0.382 47.42
LOW 46.99
0.618 46.30
1.000 45.87
1.618 45.18
2.618 44.06
4.250 42.23
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 47.92 47.85
PP 47.74 47.58
S1 47.55 47.32

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

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