NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	48.46	46.55	-1.91	-3.9%	48.83
High	48.46	48.41	-0.05	-0.1%	51.95
Low	47.03	46.50	-0.53	-1.1%	46.31
Close	47.23	48.39	1.16	2.5%	51.24
Range	1.43	1.91	0.48	33.6%	5.64
ATR	2.08	2.07	-0.01	-0.6%	0.00
Volume	5,852	3,593	-2,259	-38.6%	27,329

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	53.50	52.85	49.44
R3	51.59	50.94	48.92
R2	49.68	49.68	48.74
R1	49.03	49.03	48.57	49.36
PP	47.77	47.77	47.77	47.93
S1	47.12	47.12	48.21	47.45
S2	45.86	45.86	48.04
S3	43.95	45.21	47.86
S4	42.04	43.30	47.34

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	46.50	5.45	11.3%	1.85	3.8%	35%	False	True	5,971
10	51.95	45.06	6.89	14.2%	1.77	3.7%	48%	False	False	5,160
20	55.40	45.06	10.34	21.4%	1.54	3.2%	32%	False	False	4,527
40	61.35	45.06	16.29	33.7%	1.39	2.9%	20%	False	False	3,841

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	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.53
2.618	53.41
1.618	51.50
1.000	50.32
0.618	49.59
HIGH	48.41
0.618	47.68
0.500	47.46
0.382	47.23
LOW	46.50
0.618	45.32
1.000	44.59
1.618	43.41
2.618	41.50
4.250	38.38

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	48.08	48.87
PP	47.77	48.71
S1	47.46	48.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols