NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 41.00 39.88 -1.12 -2.7% 41.75
High 42.68 42.43 -0.25 -0.6% 42.68
Low 38.60 39.42 0.82 2.1% 38.60
Close 40.17 39.56 -0.61 -1.5% 40.17
Range 4.08 3.01 -1.07 -26.2% 4.08
ATR 3.43 3.40 -0.03 -0.9% 0.00
Volume 229,734 518,381 288,647 125.6% 1,229,922
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.50 47.54 41.22
R3 46.49 44.53 40.39
R2 43.48 43.48 40.11
R1 41.52 41.52 39.84 41.00
PP 40.47 40.47 40.47 40.21
S1 38.51 38.51 39.28 37.99
S2 37.46 37.46 39.01
S3 34.45 35.50 38.73
S4 31.44 32.49 37.90
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.72 50.53 42.41
R3 48.64 46.45 41.29
R2 44.56 44.56 40.92
R1 42.37 42.37 40.54 41.43
PP 40.48 40.48 40.48 40.01
S1 38.29 38.29 39.80 37.35
S2 36.40 36.40 39.42
S3 32.32 34.21 39.05
S4 28.24 30.13 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 38.60 4.08 10.3% 2.52 6.4% 24% False False 302,115
10 47.49 38.60 8.89 22.5% 2.87 7.3% 11% False False 287,150
20 48.59 38.60 9.99 25.3% 3.39 8.6% 10% False False 273,560
40 55.30 38.00 17.30 43.7% 3.78 9.6% 9% False False 171,997
60 62.21 38.00 24.21 61.2% 3.74 9.4% 6% False False 124,255
80 80.40 38.00 42.40 107.2% 3.99 10.1% 4% False False 96,417
100 111.00 38.00 73.00 184.5% 4.22 10.7% 2% False False 78,661
120 123.30 38.00 85.30 215.6% 4.08 10.3% 2% False False 66,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.91
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.22
2.618 50.31
1.618 47.30
1.000 45.44
0.618 44.29
HIGH 42.43
0.618 41.28
0.500 40.93
0.382 40.57
LOW 39.42
0.618 37.56
1.000 36.41
1.618 34.55
2.618 31.54
4.250 26.63
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 40.93 40.64
PP 40.47 40.28
S1 40.02 39.92

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

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