NYMEX Light Sweet Crude Oil Future April 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 45.56 45.83 0.27 0.6% 46.25
High 47.10 47.99 0.89 1.9% 47.10
Low 43.58 45.34 1.76 4.0% 43.58
Close 46.15 45.84 -0.31 -0.7% 46.15
Range 3.52 2.65 -0.87 -24.7% 3.52
ATR 3.10 3.07 -0.03 -1.0% 0.00
Volume 103,804 318,960 215,156 207.3% 521,448
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.34 52.74 47.30
R3 51.69 50.09 46.57
R2 49.04 49.04 46.33
R1 47.44 47.44 46.08 48.24
PP 46.39 46.39 46.39 46.79
S1 44.79 44.79 45.60 45.59
S2 43.74 43.74 45.35
S3 41.09 42.14 45.11
S4 38.44 39.49 44.38
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.17 54.68 48.09
R3 52.65 51.16 47.12
R2 49.13 49.13 46.80
R1 47.64 47.64 46.47 46.63
PP 45.61 45.61 45.61 45.10
S1 44.12 44.12 45.83 43.11
S2 42.09 42.09 45.50
S3 38.57 40.60 45.18
S4 35.05 37.08 44.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.99 43.58 4.41 9.6% 2.14 4.7% 51% True False 151,941
10 49.85 43.58 6.27 13.7% 2.60 5.7% 36% False False 122,843
20 50.88 43.19 7.69 16.8% 2.99 6.5% 34% False False 100,835
40 56.96 39.82 17.14 37.4% 3.47 7.6% 35% False False 62,368
60 63.12 39.82 23.30 50.8% 3.45 7.5% 26% False False 45,815
80 80.94 39.82 41.12 89.7% 3.66 8.0% 15% False False 36,083
100 111.15 39.82 71.33 155.6% 3.72 8.1% 8% False False 29,642
120 123.58 39.82 83.76 182.7% 3.30 7.2% 7% False False 24,997
Crabel Price Patterns
NR True
NR4 False
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 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.25
2.618 54.93
1.618 52.28
1.000 50.64
0.618 49.63
HIGH 47.99
0.618 46.98
0.500 46.67
0.382 46.35
LOW 45.34
0.618 43.70
1.000 42.69
1.618 41.05
2.618 38.40
4.250 34.08
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 46.67 45.82
PP 46.39 45.80
S1 46.12 45.79

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

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