NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 39.76 38.15 -1.61 -4.0% 41.75
High 41.80 38.47 -3.33 -8.0% 42.68
Low 37.35 35.65 -1.70 -4.6% 38.60
Close 37.55 35.94 -1.61 -4.3% 40.17
Range 4.45 2.82 -1.63 -36.6% 4.08
ATR 3.48 3.43 -0.05 -1.4% 0.00
Volume 317,497 359,674 42,177 13.3% 1,229,922
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 45.15 43.36 37.49
R3 42.33 40.54 36.72
R2 39.51 39.51 36.46
R1 37.72 37.72 36.20 37.21
PP 36.69 36.69 36.69 36.43
S1 34.90 34.90 35.68 34.39
S2 33.87 33.87 35.42
S3 31.05 32.08 35.16
S4 28.23 29.26 34.39
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 35.65 7.03 19.6% 3.23 9.0% 4% False True 335,897
10 43.44 35.65 7.79 21.7% 2.69 7.5% 4% False True 296,274
20 48.59 35.65 12.94 36.0% 3.43 9.6% 2% False True 290,028
40 55.30 35.65 19.65 54.7% 3.72 10.3% 1% False True 185,489
60 61.28 35.65 25.63 71.3% 3.72 10.4% 1% False True 135,153
80 77.08 35.65 41.43 115.3% 3.95 11.0% 1% False True 104,676
100 111.00 35.65 75.35 209.7% 4.19 11.7% 0% False True 85,290
120 123.30 35.65 87.65 243.9% 4.09 11.4% 0% False True 71,808
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.46
2.618 45.85
1.618 43.03
1.000 41.29
0.618 40.21
HIGH 38.47
0.618 37.39
0.500 37.06
0.382 36.73
LOW 35.65
0.618 33.91
1.000 32.83
1.618 31.09
2.618 28.27
4.250 23.67
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 37.06 39.04
PP 36.69 38.01
S1 36.31 36.97

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

View Archives - Comment on this page... - Back to Index of Symbols