NYMEX Light Sweet Crude Oil Future October 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 48.46 46.55 -1.91 -3.9% 48.83
High 48.46 48.41 -0.05 -0.1% 51.95
Low 47.03 46.50 -0.53 -1.1% 46.31
Close 47.23 48.39 1.16 2.5% 51.24
Range 1.43 1.91 0.48 33.6% 5.64
ATR 2.08 2.07 -0.01 -0.6% 0.00
Volume 5,852 3,593 -2,259 -38.6% 27,329
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.50 52.85 49.44
R3 51.59 50.94 48.92
R2 49.68 49.68 48.74
R1 49.03 49.03 48.57 49.36
PP 47.77 47.77 47.77 47.93
S1 47.12 47.12 48.21 47.45
S2 45.86 45.86 48.04
S3 43.95 45.21 47.86
S4 42.04 43.30 47.34
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 46.50 5.45 11.3% 1.85 3.8% 35% False True 5,971
10 51.95 45.06 6.89 14.2% 1.77 3.7% 48% False False 5,160
20 55.40 45.06 10.34 21.4% 1.54 3.2% 32% False False 4,527
40 61.35 45.06 16.29 33.7% 1.39 2.9% 20% False False 3,841
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.53
2.618 53.41
1.618 51.50
1.000 50.32
0.618 49.59
HIGH 48.41
0.618 47.68
0.500 47.46
0.382 47.23
LOW 46.50
0.618 45.32
1.000 44.59
1.618 43.41
2.618 41.50
4.250 38.38
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 48.08 48.87
PP 47.77 48.71
S1 47.46 48.55

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

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