NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 41.65 41.75 0.10 0.2% 46.05
High 43.44 42.31 -1.13 -2.6% 48.59
Low 41.02 39.83 -1.19 -2.9% 40.18
Close 41.68 40.08 -1.60 -3.8% 41.68
Range 2.42 2.48 0.06 2.5% 8.41
ATR 3.87 3.77 -0.10 -2.6% 0.00
Volume 245,854 237,726 -8,128 -3.3% 1,392,961
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.18 46.61 41.44
R3 45.70 44.13 40.76
R2 43.22 43.22 40.53
R1 41.65 41.65 40.31 41.20
PP 40.74 40.74 40.74 40.51
S1 39.17 39.17 39.85 38.72
S2 38.26 38.26 39.63
S3 35.78 36.69 39.40
S4 33.30 34.21 38.72
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.71 63.61 46.31
R3 60.30 55.20 43.99
R2 51.89 51.89 43.22
R1 46.79 46.79 42.45 45.14
PP 43.48 43.48 43.48 42.66
S1 38.38 38.38 40.91 36.73
S2 35.07 35.07 40.14
S3 26.66 29.97 39.37
S4 18.25 21.56 37.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.49 39.83 7.66 19.1% 3.22 8.0% 3% False True 272,186
10 48.59 39.11 9.48 23.7% 3.86 9.6% 10% False False 283,806
20 54.74 39.11 15.63 39.0% 3.72 9.3% 6% False False 229,854
40 55.30 38.00 17.30 43.2% 3.89 9.7% 12% False False 140,486
60 72.00 38.00 34.00 84.8% 3.85 9.6% 6% False False 100,343
80 89.27 38.00 51.27 127.9% 4.12 10.3% 4% False False 78,083
100 111.00 38.00 73.00 182.1% 4.28 10.7% 3% False False 63,839
120 123.30 38.00 85.30 212.8% 4.08 10.2% 2% False False 53,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.85
2.618 48.80
1.618 46.32
1.000 44.79
0.618 43.84
HIGH 42.31
0.618 41.36
0.500 41.07
0.382 40.78
LOW 39.83
0.618 38.30
1.000 37.35
1.618 35.82
2.618 33.34
4.250 29.29
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 41.07 41.64
PP 40.74 41.12
S1 40.41 40.60

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

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