NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 50.79 52.96 2.17 4.3% 48.76
High 53.35 53.05 -0.30 -0.6% 53.35
Low 50.56 51.00 0.44 0.9% 47.81
Close 53.29 52.52 -0.77 -1.4% 52.52
Range 2.79 2.05 -0.74 -26.5% 5.54
ATR 2.49 2.47 -0.01 -0.6% 0.00
Volume 28,435 28,312 -123 -0.4% 113,717
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.34 57.48 53.65
R3 56.29 55.43 53.08
R2 54.24 54.24 52.90
R1 53.38 53.38 52.71 52.79
PP 52.19 52.19 52.19 51.89
S1 51.33 51.33 52.33 50.74
S2 50.14 50.14 52.14
S3 48.09 49.28 51.96
S4 46.04 47.23 51.39
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 67.85 65.72 55.57
R3 62.31 60.18 54.04
R2 56.77 56.77 53.54
R1 54.64 54.64 53.03 55.71
PP 51.23 51.23 51.23 51.76
S1 49.10 49.10 52.01 50.17
S2 45.69 45.69 51.50
S3 40.15 43.56 51.00
S4 34.61 38.02 49.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.35 47.81 5.54 10.5% 2.24 4.3% 85% False False 22,743
10 54.00 46.14 7.86 15.0% 2.59 4.9% 81% False False 22,669
20 57.05 46.14 10.91 20.8% 2.26 4.3% 58% False False 20,341
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.76
2.618 58.42
1.618 56.37
1.000 55.10
0.618 54.32
HIGH 53.05
0.618 52.27
0.500 52.03
0.382 51.78
LOW 51.00
0.618 49.73
1.000 48.95
1.618 47.68
2.618 45.63
4.250 42.29
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 52.36 52.08
PP 52.19 51.64
S1 52.03 51.21

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

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