NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 50.00 49.00 -1.00 -2.0% 52.51
High 50.23 49.00 -1.23 -2.4% 54.10
Low 49.00 45.20 -3.80 -7.8% 49.00
Close 49.28 45.52 -3.76 -7.6% 49.28
Range 1.23 3.80 2.57 208.9% 5.10
ATR 1.96 2.12 0.15 7.7% 0.00
Volume 9,040 8,847 -193 -2.1% 36,483
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.97 55.55 47.61
R3 54.17 51.75 46.57
R2 50.37 50.37 46.22
R1 47.95 47.95 45.87 47.26
PP 46.57 46.57 46.57 46.23
S1 44.15 44.15 45.17 43.46
S2 42.77 42.77 44.82
S3 38.97 40.35 44.48
S4 35.17 36.55 43.43
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.09 62.79 52.09
R3 60.99 57.69 50.68
R2 55.89 55.89 50.22
R1 52.59 52.59 49.75 51.69
PP 50.79 50.79 50.79 50.35
S1 47.49 47.49 48.81 46.59
S2 45.69 45.69 48.35
S3 40.59 42.39 47.88
S4 35.49 37.29 46.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.10 45.20 8.90 19.6% 2.14 4.7% 4% False True 7,285
10 54.10 45.20 8.90 19.6% 1.84 4.0% 4% False True 6,947
20 54.45 45.20 9.25 20.3% 1.99 4.4% 3% False True 6,666
40 60.48 44.75 15.73 34.6% 1.82 4.0% 5% False False 5,155
60 62.08 44.75 17.33 38.1% 1.50 3.3% 4% False False 4,296
80 76.95 44.75 32.20 70.7% 1.58 3.5% 2% False False 3,675
100 108.14 44.75 63.39 139.3% 1.43 3.1% 1% False False 3,139
120 119.89 44.75 75.14 165.1% 1.29 2.8% 1% False False 2,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 65.15
2.618 58.95
1.618 55.15
1.000 52.80
0.618 51.35
HIGH 49.00
0.618 47.55
0.500 47.10
0.382 46.65
LOW 45.20
0.618 42.85
1.000 41.40
1.618 39.05
2.618 35.25
4.250 29.05
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 47.10 48.00
PP 46.57 47.17
S1 46.05 46.35

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

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