NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	48.36	46.96	-1.40	-2.9%	55.55
High	49.06	49.60	0.54	1.1%	57.05
Low	46.54	46.14	-0.40	-0.9%	51.96
Close	46.73	49.54	2.81	6.0%	52.52
Range	2.52	3.46	0.94	37.3%	5.09
ATR	2.50	2.57	0.07	2.7%	0.00
Volume	20,205	23,419	3,214	15.9%	101,925

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.81	57.63	51.44
R3	55.35	54.17	50.49
R2	51.89	51.89	50.17
R1	50.71	50.71	49.86	51.30
PP	48.43	48.43	48.43	48.72
S1	47.25	47.25	49.22	47.84
S2	44.97	44.97	48.91
S3	41.51	43.79	48.59
S4	38.05	40.33	47.64

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.11	65.91	55.32
R3	64.02	60.82	53.92
R2	58.93	58.93	53.45
R1	55.73	55.73	52.99	54.79
PP	53.84	53.84	53.84	53.37
S1	50.64	50.64	52.05	49.70
S2	48.75	48.75	51.59
S3	43.66	45.55	51.12
S4	38.57	40.46	49.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.26	46.14	8.12	16.4%	2.79	5.6%	42%	False	True	20,852
10	57.05	46.14	10.91	22.0%	2.51	5.1%	31%	False	True	19,835
20	57.54	46.14	11.40	23.0%	2.39	4.8%	30%	False	True	20,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.31
2.618	58.66
1.618	55.20
1.000	53.06
0.618	51.74
HIGH	49.60
0.618	48.28
0.500	47.87
0.382	47.46
LOW	46.14
0.618	44.00
1.000	42.68
1.618	40.54
2.618	37.08
4.250	31.44

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	48.98	49.57
PP	48.43	49.56
S1	47.87	49.55

Download as Excel Spreadsheet

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

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