NYMEX Light Sweet Crude Oil Future October 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	47.76	48.25	0.49	1.0%	48.21
High	48.11	50.18	2.07	4.3%	48.21
Low	46.99	47.81	0.82	1.7%	45.06
Close	48.11	49.30	1.19	2.5%	47.34
Range	1.12	2.37	1.25	111.6%	3.15
ATR	1.82	1.86	0.04	2.1%	0.00
Volume	3,633	7,338	3,705	102.0%	20,923

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.21	55.12	50.60
R3	53.84	52.75	49.95
R2	51.47	51.47	49.73
R1	50.38	50.38	49.52	50.93
PP	49.10	49.10	49.10	49.37
S1	48.01	48.01	49.08	48.56
S2	46.73	46.73	48.87
S3	44.36	45.64	48.65
S4	41.99	43.27	48.00

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.32	54.98	49.07
R3	53.17	51.83	48.21
R2	50.02	50.02	47.92
R1	48.68	48.68	47.63	47.78
PP	46.87	46.87	46.87	46.42
S1	45.53	45.53	47.05	44.63
S2	43.72	43.72	46.76
S3	40.57	42.38	46.47
S4	37.42	39.23	45.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.18	45.81	4.37	8.9%	1.81	3.7%	80%	True	False	4,760
10	52.70	45.06	7.64	15.5%	1.50	3.0%	55%	False	False	4,851
20	55.40	45.06	10.34	21.0%	1.43	2.9%	41%	False	False	3,990

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.25
2.618	56.38
1.618	54.01
1.000	52.55
0.618	51.64
HIGH	50.18
0.618	49.27
0.500	49.00
0.382	48.72
LOW	47.81
0.618	46.35
1.000	45.44
1.618	43.98
2.618	41.61
4.250	37.74

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	49.20	48.95
PP	49.10	48.60
S1	49.00	48.25

Download as Excel Spreadsheet

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

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