NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 44.34 40.10 -4.24 -9.6% 39.73
High 44.49 42.07 -2.42 -5.4% 45.30
Low 39.84 39.44 -0.40 -1.0% 37.65
Close 40.15 41.65 1.50 3.7% 44.76
Range 4.65 2.63 -2.02 -43.4% 7.65
ATR 3.09 3.05 -0.03 -1.1% 0.00
Volume 274,579 245,234 -29,345 -10.7% 1,379,531
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 48.94 47.93 43.10
R3 46.31 45.30 42.37
R2 43.68 43.68 42.13
R1 42.67 42.67 41.89 43.18
PP 41.05 41.05 41.05 41.31
S1 40.04 40.04 41.41 40.55
S2 38.42 38.42 41.17
S3 35.79 37.41 40.93
S4 33.16 34.78 40.20
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.52 62.79 48.97
R3 57.87 55.14 46.86
R2 50.22 50.22 46.16
R1 47.49 47.49 45.46 48.86
PP 42.57 42.57 42.57 43.25
S1 39.84 39.84 44.06 41.21
S2 34.92 34.92 43.36
S3 27.27 32.19 42.66
S4 19.62 24.54 40.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.30 39.40 5.90 14.2% 3.22 7.7% 38% False False 273,726
10 45.30 37.12 8.18 19.6% 2.97 7.1% 55% False False 260,676
20 47.99 37.12 10.87 26.1% 2.73 6.6% 42% False False 221,905
40 56.86 37.12 19.74 47.4% 3.05 7.3% 23% False False 146,661
60 56.96 37.12 19.84 47.6% 3.31 7.9% 23% False False 104,724
80 72.78 37.12 35.66 85.6% 3.36 8.1% 13% False False 80,860
100 89.50 37.12 52.38 125.8% 3.59 8.6% 9% False False 65,904
120 111.15 37.12 74.03 177.7% 3.53 8.5% 6% False False 55,440
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.25
2.618 48.96
1.618 46.33
1.000 44.70
0.618 43.70
HIGH 42.07
0.618 41.07
0.500 40.76
0.382 40.44
LOW 39.44
0.618 37.81
1.000 36.81
1.618 35.18
2.618 32.55
4.250 28.26
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 41.35 42.18
PP 41.05 42.00
S1 40.76 41.83

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

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