NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 48.75 49.36 0.61 1.3% 52.25
High 49.82 51.05 1.23 2.5% 53.00
Low 48.16 49.06 0.90 1.9% 46.14
Close 49.82 50.79 0.97 1.9% 48.90
Range 1.66 1.99 0.33 19.9% 6.86
ATR 2.50 2.47 -0.04 -1.5% 0.00
Volume 18,245 21,334 3,089 16.9% 92,767
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.27 55.52 51.88
R3 54.28 53.53 51.34
R2 52.29 52.29 51.15
R1 51.54 51.54 50.97 51.92
PP 50.30 50.30 50.30 50.49
S1 49.55 49.55 50.61 49.93
S2 48.31 48.31 50.43
S3 46.32 47.56 50.24
S4 44.33 45.57 49.70
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 69.93 66.27 52.67
R3 63.07 59.41 50.79
R2 56.21 56.21 50.16
R1 52.55 52.55 49.53 50.95
PP 49.35 49.35 49.35 48.55
S1 45.69 45.69 48.27 44.09
S2 42.49 42.49 47.64
S3 35.63 38.83 47.01
S4 28.77 31.97 45.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.05 46.14 4.91 9.7% 2.34 4.6% 95% True False 22,063
10 54.74 46.14 8.60 16.9% 2.36 4.6% 54% False False 20,953
20 57.05 46.14 10.91 21.5% 2.23 4.4% 43% False False 19,432
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.51
2.618 56.26
1.618 54.27
1.000 53.04
0.618 52.28
HIGH 51.05
0.618 50.29
0.500 50.06
0.382 49.82
LOW 49.06
0.618 47.83
1.000 47.07
1.618 45.84
2.618 43.85
4.250 40.60
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 50.55 50.34
PP 50.30 49.88
S1 50.06 49.43

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

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