NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 45.35 46.28 0.93 2.1% 49.00
High 45.85 46.85 1.00 2.2% 49.00
Low 44.00 44.41 0.41 0.9% 43.34
Close 45.73 45.20 -0.53 -1.2% 45.73
Range 1.85 2.44 0.59 31.9% 5.66
ATR 2.21 2.23 0.02 0.7% 0.00
Volume 8,266 7,509 -757 -9.2% 29,954
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.81 51.44 46.54
R3 50.37 49.00 45.87
R2 47.93 47.93 45.65
R1 46.56 46.56 45.42 46.03
PP 45.49 45.49 45.49 45.22
S1 44.12 44.12 44.98 43.59
S2 43.05 43.05 44.75
S3 40.61 41.68 44.53
S4 38.17 39.24 43.86
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.00 60.03 48.84
R3 57.34 54.37 47.29
R2 51.68 51.68 46.77
R1 48.71 48.71 46.25 47.37
PP 46.02 46.02 46.02 45.35
S1 43.05 43.05 45.21 41.71
S2 40.36 40.36 44.69
S3 34.70 37.39 44.17
S4 29.04 31.73 42.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.00 43.34 5.66 12.5% 2.70 6.0% 33% False False 7,492
10 54.10 43.34 10.76 23.8% 2.24 4.9% 17% False False 7,394
20 54.45 43.34 11.11 24.6% 1.97 4.4% 17% False False 6,791
40 60.48 43.34 17.14 37.9% 2.00 4.4% 11% False False 5,393
60 62.08 43.34 18.74 41.5% 1.56 3.4% 10% False False 4,639
80 76.95 43.34 33.61 74.4% 1.62 3.6% 6% False False 3,932
100 102.52 43.34 59.18 130.9% 1.53 3.4% 3% False False 3,405
120 114.02 43.34 70.68 156.4% 1.37 3.0% 3% False False 2,898
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.22
2.618 53.24
1.618 50.80
1.000 49.29
0.618 48.36
HIGH 46.85
0.618 45.92
0.500 45.63
0.382 45.34
LOW 44.41
0.618 42.90
1.000 41.97
1.618 40.46
2.618 38.02
4.250 34.04
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 45.63 45.17
PP 45.49 45.13
S1 45.34 45.10

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

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