NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 46.77 47.37 0.60 1.3% 50.12
High 48.78 48.25 -0.53 -1.1% 50.12
Low 46.08 46.74 0.66 1.4% 45.87
Close 48.78 48.12 -0.66 -1.4% 48.12
Range 2.70 1.51 -1.19 -44.1% 4.25
ATR 1.84 1.86 0.01 0.8% 0.00
Volume 4,119 3,741 -378 -9.2% 16,694
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.23 51.69 48.95
R3 50.72 50.18 48.54
R2 49.21 49.21 48.40
R1 48.67 48.67 48.26 48.94
PP 47.70 47.70 47.70 47.84
S1 47.16 47.16 47.98 47.43
S2 46.19 46.19 47.84
S3 44.68 45.65 47.70
S4 43.17 44.14 47.29
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.79 58.70 50.46
R3 56.54 54.45 49.29
R2 52.29 52.29 48.90
R1 50.20 50.20 48.51 49.12
PP 48.04 48.04 48.04 47.50
S1 45.95 45.95 47.73 44.87
S2 43.79 43.79 47.34
S3 39.54 41.70 46.95
S4 35.29 37.45 45.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.05 45.87 7.18 14.9% 1.83 3.8% 31% False False 4,178
10 55.92 45.87 10.05 20.9% 1.65 3.4% 22% False False 3,647
20 56.63 45.87 10.76 22.4% 1.41 2.9% 21% False False 3,283
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.67
2.618 52.20
1.618 50.69
1.000 49.76
0.618 49.18
HIGH 48.25
0.618 47.67
0.500 47.50
0.382 47.32
LOW 46.74
0.618 45.81
1.000 45.23
1.618 44.30
2.618 42.79
4.250 40.32
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 47.91 47.86
PP 47.70 47.59
S1 47.50 47.33

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

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