NYMEX Light Sweet Crude Oil Future October 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 49.74 50.51 0.77 1.5% 48.83
High 51.95 51.24 -0.71 -1.4% 51.95
Low 49.60 50.07 0.47 0.9% 46.31
Close 51.95 51.24 -0.71 -1.4% 51.24
Range 2.35 1.17 -1.18 -50.2% 5.64
ATR 1.92 1.92 0.00 -0.1% 0.00
Volume 6,488 6,587 99 1.5% 27,329
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.36 53.97 51.88
R3 53.19 52.80 51.56
R2 52.02 52.02 51.45
R1 51.63 51.63 51.35 51.83
PP 50.85 50.85 50.85 50.95
S1 50.46 50.46 51.13 50.66
S2 49.68 49.68 51.03
S3 48.51 49.29 50.92
S4 47.34 48.12 50.60
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.75 64.64 54.34
R3 61.11 59.00 52.79
R2 55.47 55.47 52.27
R1 53.36 53.36 51.76 54.42
PP 49.83 49.83 49.83 50.36
S1 47.72 47.72 50.72 48.78
S2 44.19 44.19 50.21
S3 38.55 42.08 49.69
S4 32.91 36.44 48.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.95 46.31 5.64 11.0% 1.91 3.7% 87% False False 5,465
10 52.15 45.06 7.09 13.8% 1.72 3.4% 87% False False 5,480
20 55.40 45.06 10.34 20.2% 1.48 2.9% 60% False False 4,331
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.21
2.618 54.30
1.618 53.13
1.000 52.41
0.618 51.96
HIGH 51.24
0.618 50.79
0.500 50.66
0.382 50.52
LOW 50.07
0.618 49.35
1.000 48.90
1.618 48.18
2.618 47.01
4.250 45.10
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 51.05 50.79
PP 50.85 50.33
S1 50.66 49.88

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

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