NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 39.92 42.39 2.47 6.2% 42.08
High 42.83 45.30 2.47 5.8% 42.72
Low 39.40 42.27 2.87 7.3% 37.12
Close 42.50 45.22 2.72 6.4% 40.03
Range 3.43 3.03 -0.40 -11.7% 5.60
ATR 2.96 2.97 0.00 0.2% 0.00
Volume 238,187 323,428 85,241 35.8% 919,849
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.35 52.32 46.89
R3 50.32 49.29 46.05
R2 47.29 47.29 45.78
R1 46.26 46.26 45.50 46.78
PP 44.26 44.26 44.26 44.52
S1 43.23 43.23 44.94 43.75
S2 41.23 41.23 44.66
S3 38.20 40.20 44.39
S4 35.17 37.17 43.55
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 45.30 37.54 7.76 17.2% 3.03 6.7% 99% True False 275,661
10 45.30 37.12 8.18 18.1% 2.80 6.2% 99% True False 246,657
20 47.99 37.12 10.87 24.0% 2.61 5.8% 75% False False 194,880
40 56.86 37.12 19.74 43.7% 3.21 7.1% 41% False False 127,907
60 57.39 37.12 20.27 44.8% 3.29 7.3% 40% False False 91,739
80 74.05 37.12 36.93 81.7% 3.46 7.7% 22% False False 71,057
100 95.28 37.12 58.16 128.6% 3.60 8.0% 14% False False 57,934
120 111.15 37.12 74.03 163.7% 3.47 7.7% 11% False False 48,776
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.18
2.618 53.23
1.618 50.20
1.000 48.33
0.618 47.17
HIGH 45.30
0.618 44.14
0.500 43.79
0.382 43.43
LOW 42.27
0.618 40.40
1.000 39.24
1.618 37.37
2.618 34.34
4.250 29.39
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 44.74 43.97
PP 44.26 42.72
S1 43.79 41.48

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

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