NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 47.25 45.57 -1.68 -3.6% 44.34
High 48.32 46.04 -2.28 -4.7% 46.30
Low 45.33 42.08 -3.25 -7.2% 39.44
Close 45.71 42.33 -3.38 -7.4% 45.52
Range 2.99 3.96 0.97 32.4% 6.86
ATR 3.17 3.22 0.06 1.8% 0.00
Volume 390,590 289,157 -101,433 -26.0% 1,309,303
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.36 52.81 44.51
R3 51.40 48.85 43.42
R2 47.44 47.44 43.06
R1 44.89 44.89 42.69 44.19
PP 43.48 43.48 43.48 43.13
S1 40.93 40.93 41.97 40.23
S2 39.52 39.52 41.60
S3 35.56 36.97 41.24
S4 31.60 33.01 40.15
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.33 61.79 49.29
R3 57.47 54.93 47.41
R2 50.61 50.61 46.78
R1 48.07 48.07 46.15 49.34
PP 43.75 43.75 43.75 44.39
S1 41.21 41.21 44.89 42.48
S2 36.89 36.89 44.26
S3 30.03 34.35 43.63
S4 23.17 27.49 41.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.83 42.08 6.75 15.9% 3.30 7.8% 4% False True 306,809
10 48.83 39.44 9.39 22.2% 3.39 8.0% 31% False False 290,602
20 48.83 37.12 11.71 27.7% 3.05 7.2% 44% False False 263,058
40 50.88 37.12 13.76 32.5% 3.06 7.2% 38% False False 185,846
60 56.96 37.12 19.84 46.9% 3.31 7.8% 26% False False 131,945
80 63.00 37.12 25.88 61.1% 3.35 7.9% 20% False False 102,481
100 77.63 37.12 40.51 95.7% 3.54 8.4% 13% False False 83,378
120 111.15 37.12 74.03 174.9% 3.61 8.5% 7% False False 70,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.87
2.618 56.41
1.618 52.45
1.000 50.00
0.618 48.49
HIGH 46.04
0.618 44.53
0.500 44.06
0.382 43.59
LOW 42.08
0.618 39.63
1.000 38.12
1.618 35.67
2.618 31.71
4.250 25.25
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 44.06 45.46
PP 43.48 44.41
S1 42.91 43.37

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

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