NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 42.40 42.08 -0.32 -0.8% 45.83
High 42.89 42.72 -0.17 -0.4% 47.99
Low 41.34 38.01 -3.33 -8.1% 41.34
Close 41.97 38.54 -3.43 -8.2% 41.97
Range 1.55 4.71 3.16 203.9% 6.65
ATR 2.88 3.01 0.13 4.6% 0.00
Volume 247,210 212,427 -34,783 -14.1% 1,178,171
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.89 50.92 41.13
R3 49.18 46.21 39.84
R2 44.47 44.47 39.40
R1 41.50 41.50 38.97 40.63
PP 39.76 39.76 39.76 39.32
S1 36.79 36.79 38.11 35.92
S2 35.05 35.05 37.68
S3 30.34 32.08 37.24
S4 25.63 27.37 35.95
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.72 59.49 45.63
R3 57.07 52.84 43.80
R2 50.42 50.42 43.19
R1 46.19 46.19 42.58 44.98
PP 43.77 43.77 43.77 43.16
S1 39.54 39.54 41.36 38.33
S2 37.12 37.12 40.75
S3 30.47 32.89 40.14
S4 23.82 26.24 38.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.72 38.01 9.71 25.2% 2.86 7.4% 5% False True 214,327
10 47.99 38.01 9.98 25.9% 2.50 6.5% 5% False True 183,134
20 50.88 38.01 12.87 33.4% 2.94 7.6% 4% False True 140,103
40 56.86 38.01 18.85 48.9% 3.27 8.5% 3% False True 86,356
60 59.57 38.01 21.56 55.9% 3.41 8.8% 2% False True 63,152
80 74.05 38.01 36.04 93.5% 3.57 9.3% 1% False True 49,175
100 106.70 38.01 68.69 178.2% 3.67 9.5% 1% False True 40,174
120 120.30 38.01 82.29 213.5% 3.41 8.8% 1% False True 33,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 62.74
2.618 55.05
1.618 50.34
1.000 47.43
0.618 45.63
HIGH 42.72
0.618 40.92
0.500 40.37
0.382 39.81
LOW 38.01
0.618 35.10
1.000 33.30
1.618 30.39
2.618 25.68
4.250 17.99
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 40.37 40.54
PP 39.76 39.87
S1 39.15 39.21

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

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