NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	48.86	50.13	1.27	2.6%	50.12
High	50.17	52.63	2.46	4.9%	50.12
Low	48.49	50.13	1.64	3.4%	45.87
Close	50.05	52.63	2.58	5.2%	48.12
Range	1.68	2.50	0.82	48.8%	4.25
ATR	1.84	1.90	0.05	2.8%	0.00
Volume	8,390	4,662	-3,728	-44.4%	16,694

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.30	58.46	54.01
R3	56.80	55.96	53.32
R2	54.30	54.30	53.09
R1	53.46	53.46	52.86	53.88
PP	51.80	51.80	51.80	52.01
S1	50.96	50.96	52.40	51.38
S2	49.30	49.30	52.17
S3	46.80	48.46	51.94
S4	44.30	45.96	51.26

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	52.63	46.74	5.89	11.2%	1.89	3.6%	100%	True	False	4,724
10	53.31	45.87	7.44	14.1%	1.78	3.4%	91%	False	False	4,317
20	55.92	45.87	10.05	19.1%	1.47	2.8%	67%	False	False	3,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	63.26
2.618	59.18
1.618	56.68
1.000	55.13
0.618	54.18
HIGH	52.63
0.618	51.68
0.500	51.38
0.382	51.09
LOW	50.13
0.618	48.59
1.000	47.63
1.618	46.09
2.618	43.59
4.250	39.51

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	52.21	51.80
PP	51.80	50.97
S1	51.38	50.14

Download as Excel Spreadsheet

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

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