NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 45.78 47.25 1.47 3.2% 46.91
High 48.05 50.50 2.45 5.1% 51.29
Low 45.78 47.25 1.47 3.2% 45.32
Close 47.71 50.40 2.69 5.6% 50.57
Range 2.27 3.25 0.98 43.2% 5.97
ATR 2.47 2.53 0.06 2.3% 0.00
Volume 6,108 10,212 4,104 67.2% 42,306
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.13 58.02 52.19
R3 55.88 54.77 51.29
R2 52.63 52.63 51.00
R1 51.52 51.52 50.70 52.08
PP 49.38 49.38 49.38 49.66
S1 48.27 48.27 50.10 48.83
S2 46.13 46.13 49.80
S3 42.88 45.02 49.51
S4 39.63 41.77 48.61
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.97 64.74 53.85
R3 61.00 58.77 52.21
R2 55.03 55.03 51.66
R1 52.80 52.80 51.12 53.92
PP 49.06 49.06 49.06 49.62
S1 46.83 46.83 50.02 47.95
S2 43.09 43.09 49.48
S3 37.12 40.86 48.93
S4 31.15 34.89 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 45.78 5.51 10.9% 3.03 6.0% 84% False False 8,610
10 51.29 44.19 7.10 14.1% 2.66 5.3% 87% False False 7,834
20 54.95 44.19 10.76 21.3% 2.37 4.7% 58% False False 6,807
40 61.90 44.19 17.71 35.1% 2.12 4.2% 35% False False 5,398
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.31
2.618 59.01
1.618 55.76
1.000 53.75
0.618 52.51
HIGH 50.50
0.618 49.26
0.500 48.88
0.382 48.49
LOW 47.25
0.618 45.24
1.000 44.00
1.618 41.99
2.618 38.74
4.250 33.44
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 49.89 49.73
PP 49.38 49.06
S1 48.88 48.39

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

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