NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 39.60 39.73 0.13 0.3% 42.08
High 40.13 41.49 1.36 3.4% 42.72
Low 37.54 37.87 0.33 0.9% 37.12
Close 40.03 38.44 -1.59 -4.0% 40.03
Range 2.59 3.62 1.03 39.8% 5.60
ATR 2.91 2.96 0.05 1.7% 0.00
Volume 285,979 244,809 -41,170 -14.4% 919,849
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.13 47.90 40.43
R3 46.51 44.28 39.44
R2 42.89 42.89 39.10
R1 40.66 40.66 38.77 39.97
PP 39.27 39.27 39.27 38.92
S1 37.04 37.04 38.11 36.35
S2 35.65 35.65 37.78
S3 32.03 33.42 37.44
S4 28.41 29.80 36.45
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 42.72 37.12 5.60 14.6% 3.16 8.2% 24% False False 232,931
10 47.99 37.12 10.87 28.3% 2.80 7.3% 12% False False 234,282
20 50.88 37.12 13.76 35.8% 2.71 7.1% 10% False False 166,224
40 56.86 37.12 19.74 51.4% 3.25 8.5% 7% False False 107,685
60 59.57 37.12 22.45 58.4% 3.34 8.7% 6% False False 78,181
80 74.05 37.12 36.93 96.1% 3.51 9.1% 4% False False 60,723
100 102.60 37.12 65.48 170.3% 3.69 9.6% 2% False False 49,564
120 112.91 37.12 75.79 197.2% 3.45 9.0% 2% False False 41,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.76
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.88
2.618 50.97
1.618 47.35
1.000 45.11
0.618 43.73
HIGH 41.49
0.618 40.11
0.500 39.68
0.382 39.25
LOW 37.87
0.618 35.63
1.000 34.25
1.618 32.01
2.618 28.39
4.250 22.49
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 39.68 39.31
PP 39.27 39.02
S1 38.85 38.73

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

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