NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 40.28 40.93 0.65 1.6% 46.05
High 41.17 41.92 0.75 1.8% 48.59
Low 39.65 39.74 0.09 0.2% 40.18
Close 40.78 40.32 -0.46 -1.1% 41.68
Range 1.52 2.18 0.66 43.4% 8.41
ATR 3.61 3.51 -0.10 -2.8% 0.00
Volume 263,645 244,614 -19,031 -7.2% 1,392,961
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 47.20 45.94 41.52
R3 45.02 43.76 40.92
R2 42.84 42.84 40.72
R1 41.58 41.58 40.52 41.12
PP 40.66 40.66 40.66 40.43
S1 39.40 39.40 40.12 38.94
S2 38.48 38.48 39.92
S3 36.30 37.22 39.72
S4 34.12 35.04 39.12
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 43.44 39.65 3.79 9.4% 2.15 5.3% 18% False False 256,651
10 48.59 39.65 8.94 22.2% 3.35 8.3% 7% False False 273,277
20 53.44 39.11 14.33 35.5% 3.56 8.8% 8% False False 248,377
40 55.30 38.00 17.30 42.9% 3.81 9.4% 13% False False 151,222
60 68.06 38.00 30.06 74.6% 3.76 9.3% 8% False False 108,324
80 86.05 38.00 48.05 119.2% 4.07 10.1% 5% False False 84,193
100 111.00 38.00 73.00 181.1% 4.25 10.5% 3% False False 68,784
120 123.30 38.00 85.30 211.6% 4.07 10.1% 3% False False 57,890
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.19
2.618 47.63
1.618 45.45
1.000 44.10
0.618 43.27
HIGH 41.92
0.618 41.09
0.500 40.83
0.382 40.57
LOW 39.74
0.618 38.39
1.000 37.56
1.618 36.21
2.618 34.03
4.250 30.48
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 40.83 40.98
PP 40.66 40.76
S1 40.49 40.54

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

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