NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 50.51 48.46 -2.05 -4.1% 48.83
High 51.24 48.46 -2.78 -5.4% 51.95
Low 50.07 47.03 -3.04 -6.1% 46.31
Close 51.24 47.23 -4.01 -7.8% 51.24
Range 1.17 1.43 0.26 22.2% 5.64
ATR 1.92 2.08 0.16 8.5% 0.00
Volume 6,587 5,852 -735 -11.2% 27,329
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 51.86 50.98 48.02
R3 50.43 49.55 47.62
R2 49.00 49.00 47.49
R1 48.12 48.12 47.36 47.85
PP 47.57 47.57 47.57 47.44
S1 46.69 46.69 47.10 46.42
S2 46.14 46.14 46.97
S3 44.71 45.26 46.84
S4 43.28 43.83 46.44
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.75 64.64 54.34
R3 61.11 59.00 52.79
R2 55.47 55.47 52.27
R1 53.36 53.36 51.76 54.42
PP 49.83 49.83 49.83 50.36
S1 47.72 47.72 50.72 48.78
S2 44.19 44.19 50.21
S3 38.55 42.08 49.69
S4 32.91 36.44 48.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.95 46.99 4.96 10.5% 1.69 3.6% 5% False False 5,979
10 51.95 45.06 6.89 14.6% 1.70 3.6% 31% False False 5,410
20 55.40 45.06 10.34 21.9% 1.49 3.2% 21% False False 4,498
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.54
2.618 52.20
1.618 50.77
1.000 49.89
0.618 49.34
HIGH 48.46
0.618 47.91
0.500 47.75
0.382 47.58
LOW 47.03
0.618 46.15
1.000 45.60
1.618 44.72
2.618 43.29
4.250 40.95
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 47.75 49.49
PP 47.57 48.74
S1 47.40 47.98

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

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