NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 37.54 39.60 2.06 5.5% 42.08
High 40.27 40.13 -0.14 -0.3% 42.72
Low 37.12 37.54 0.42 1.1% 37.12
Close 40.18 40.03 -0.15 -0.4% 40.03
Range 3.15 2.59 -0.56 -17.8% 5.60
ATR 2.93 2.91 -0.02 -0.7% 0.00
Volume 219,110 285,979 66,869 30.5% 919,849
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 47.00 46.11 41.45
R3 44.41 43.52 40.74
R2 41.82 41.82 40.50
R1 40.93 40.93 40.27 41.38
PP 39.23 39.23 39.23 39.46
S1 38.34 38.34 39.79 38.79
S2 36.64 36.64 39.56
S3 34.05 35.75 39.32
S4 31.46 33.16 38.61
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.76 53.99 43.11
R3 51.16 48.39 41.57
R2 45.56 45.56 41.06
R1 42.79 42.79 40.54 41.38
PP 39.96 39.96 39.96 39.25
S1 37.19 37.19 39.52 35.78
S2 34.36 34.36 39.00
S3 28.76 31.59 38.49
S4 23.16 25.99 36.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.89 37.12 5.77 14.4% 2.75 6.9% 50% False False 233,411
10 47.99 37.12 10.87 27.2% 2.79 7.0% 27% False False 220,182
20 50.88 37.12 13.76 34.4% 2.79 7.0% 21% False False 160,008
40 56.86 37.12 19.74 49.3% 3.23 8.1% 15% False False 102,071
60 59.57 37.12 22.45 56.1% 3.39 8.5% 13% False False 74,335
80 74.05 37.12 36.93 92.3% 3.50 8.7% 8% False False 57,797
100 102.60 37.12 65.48 163.6% 3.70 9.2% 4% False False 47,140
120 120.30 37.12 83.18 207.8% 3.44 8.6% 3% False False 39,750
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 False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.14
2.618 46.91
1.618 44.32
1.000 42.72
0.618 41.73
HIGH 40.13
0.618 39.14
0.500 38.84
0.382 38.53
LOW 37.54
0.618 35.94
1.000 34.95
1.618 33.35
2.618 30.76
4.250 26.53
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 39.63 39.59
PP 39.23 39.14
S1 38.84 38.70

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

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