NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 48.36 46.96 -1.40 -2.9% 55.55
High 49.06 49.60 0.54 1.1% 57.05
Low 46.54 46.14 -0.40 -0.9% 51.96
Close 46.73 49.54 2.81 6.0% 52.52
Range 2.52 3.46 0.94 37.3% 5.09
ATR 2.50 2.57 0.07 2.7% 0.00
Volume 20,205 23,419 3,214 15.9% 101,925
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.81 57.63 51.44
R3 55.35 54.17 50.49
R2 51.89 51.89 50.17
R1 50.71 50.71 49.86 51.30
PP 48.43 48.43 48.43 48.72
S1 47.25 47.25 49.22 47.84
S2 44.97 44.97 48.91
S3 41.51 43.79 48.59
S4 38.05 40.33 47.64
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 69.11 65.91 55.32
R3 64.02 60.82 53.92
R2 58.93 58.93 53.45
R1 55.73 55.73 52.99 54.79
PP 53.84 53.84 53.84 53.37
S1 50.64 50.64 52.05 49.70
S2 48.75 48.75 51.59
S3 43.66 45.55 51.12
S4 38.57 40.46 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.26 46.14 8.12 16.4% 2.79 5.6% 42% False True 20,852
10 57.05 46.14 10.91 22.0% 2.51 5.1% 31% False True 19,835
20 57.54 46.14 11.40 23.0% 2.39 4.8% 30% False True 20,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.31
2.618 58.66
1.618 55.20
1.000 53.06
0.618 51.74
HIGH 49.60
0.618 48.28
0.500 47.87
0.382 47.46
LOW 46.14
0.618 44.00
1.000 42.68
1.618 40.54
2.618 37.08
4.250 31.44
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 48.98 49.57
PP 48.43 49.56
S1 47.87 49.55

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

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