NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 37.81 35.02 -2.79 -7.4% 39.88
High 38.49 36.22 -2.27 -5.9% 42.43
Low 34.45 34.13 -0.32 -0.9% 33.55
Close 34.93 34.62 -0.31 -0.9% 37.51
Range 4.04 2.09 -1.95 -48.3% 8.88
ATR 3.50 3.40 -0.10 -2.9% 0.00
Volume 281,710 153,708 -128,002 -45.4% 1,837,378
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 41.26 40.03 35.77
R3 39.17 37.94 35.19
R2 37.08 37.08 35.00
R1 35.85 35.85 34.81 35.42
PP 34.99 34.99 34.99 34.78
S1 33.76 33.76 34.43 33.33
S2 32.90 32.90 34.24
S3 30.81 31.67 34.05
S4 28.72 29.58 33.47
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.47 59.87 42.39
R3 55.59 50.99 39.95
R2 46.71 46.71 39.14
R1 42.11 42.11 38.32 39.97
PP 37.83 37.83 37.83 36.76
S1 33.23 33.23 36.70 31.09
S2 28.95 28.95 35.88
S3 20.07 24.35 35.07
S4 11.19 15.47 32.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.49 33.55 4.94 14.3% 3.22 9.3% 22% False False 287,383
10 42.68 33.55 9.13 26.4% 3.16 9.1% 12% False False 300,134
20 48.59 33.55 15.04 43.4% 3.35 9.7% 7% False False 292,210
40 54.74 33.55 21.19 61.2% 3.61 10.4% 5% False False 207,416
60 58.48 33.55 24.93 72.0% 3.76 10.9% 4% False False 151,912
80 73.54 33.55 39.99 115.5% 3.89 11.2% 3% False False 117,631
100 107.60 33.55 74.05 213.9% 4.10 11.9% 1% False False 95,747
120 121.38 33.55 87.83 253.7% 4.11 11.9% 1% False False 80,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.88
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 45.10
2.618 41.69
1.618 39.60
1.000 38.31
0.618 37.51
HIGH 36.22
0.618 35.42
0.500 35.18
0.382 34.93
LOW 34.13
0.618 32.84
1.000 32.04
1.618 30.75
2.618 28.66
4.250 25.25
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 35.18 36.15
PP 34.99 35.64
S1 34.81 35.13

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

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