NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 49.84 50.32 0.48 1.0% 48.83
High 50.97 50.63 -0.34 -0.7% 51.95
Low 49.66 49.35 -0.31 -0.6% 46.31
Close 50.96 49.90 -1.06 -2.1% 51.24
Range 1.31 1.28 -0.03 -2.3% 5.64
ATR 2.10 2.07 -0.04 -1.7% 0.00
Volume 4,884 4,765 -119 -2.4% 27,329
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.80 53.13 50.60
R3 52.52 51.85 50.25
R2 51.24 51.24 50.13
R1 50.57 50.57 50.02 50.27
PP 49.96 49.96 49.96 49.81
S1 49.29 49.29 49.78 48.99
S2 48.68 48.68 49.67
S3 47.40 48.01 49.55
S4 46.12 46.73 49.20
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 51.24 46.50 4.74 9.5% 1.42 2.8% 72% False False 5,136
10 51.95 45.81 6.14 12.3% 1.71 3.4% 67% False False 5,005
20 55.40 45.06 10.34 20.7% 1.60 3.2% 47% False False 4,764
40 59.11 45.06 14.05 28.2% 1.43 2.9% 34% False False 3,991
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.07
2.618 53.98
1.618 52.70
1.000 51.91
0.618 51.42
HIGH 50.63
0.618 50.14
0.500 49.99
0.382 49.84
LOW 49.35
0.618 48.56
1.000 48.07
1.618 47.28
2.618 46.00
4.250 43.91
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 49.99 49.51
PP 49.96 49.12
S1 49.93 48.74

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

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