NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	52.96	51.97	-0.99	-1.9%	48.76
High	53.05	52.30	-0.75	-1.4%	53.35
Low	51.00	48.21	-2.79	-5.5%	47.81
Close	52.52	48.53	-3.99	-7.6%	52.52
Range	2.05	4.09	2.04	99.5%	5.54
ATR	2.47	2.61	0.13	5.3%	0.00
Volume	28,312	20,325	-7,987	-28.2%	113,717

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.95	59.33	50.78
R3	57.86	55.24	49.65
R2	53.77	53.77	49.28
R1	51.15	51.15	48.90	50.42
PP	49.68	49.68	49.68	49.31
S1	47.06	47.06	48.16	46.33
S2	45.59	45.59	47.78
S3	41.50	42.97	47.41
S4	37.41	38.88	46.28

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.85	65.72	55.57
R3	62.31	60.18	54.04
R2	56.77	56.77	53.54
R1	54.64	54.64	53.03	55.71
PP	51.23	51.23	51.23	51.76
S1	49.10	49.10	52.01	50.17
S2	45.69	45.69	51.50
S3	40.15	43.56	51.00
S4	34.61	38.02	49.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.35	48.16	5.19	10.7%	2.52	5.2%	7%	False	False	23,330
10	53.35	46.14	7.21	14.9%	2.79	5.8%	33%	False	False	22,680
20	57.05	46.14	10.91	22.5%	2.37	4.9%	22%	False	False	20,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	69.68
2.618	63.01
1.618	58.92
1.000	56.39
0.618	54.83
HIGH	52.30
0.618	50.74
0.500	50.26
0.382	49.77
LOW	48.21
0.618	45.68
1.000	44.12
1.618	41.59
2.618	37.50
4.250	30.83

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	50.26	50.78
PP	49.68	50.03
S1	49.11	49.28

Download as Excel Spreadsheet

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

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