NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 45.57 42.73 -2.84 -6.2% 44.34
High 46.04 47.22 1.18 2.6% 46.30
Low 42.08 42.51 0.43 1.0% 39.44
Close 42.33 47.03 4.70 11.1% 45.52
Range 3.96 4.71 0.75 18.9% 6.86
ATR 3.22 3.34 0.12 3.7% 0.00
Volume 289,157 339,876 50,719 17.5% 1,309,303
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.72 58.08 49.62
R3 55.01 53.37 48.33
R2 50.30 50.30 47.89
R1 48.66 48.66 47.46 49.48
PP 45.59 45.59 45.59 46.00
S1 43.95 43.95 46.60 44.77
S2 40.88 40.88 46.17
S3 36.17 39.24 45.73
S4 31.46 34.53 44.44
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 14.4% 3.67 7.8% 73% False False 310,832
10 48.83 39.44 9.39 20.0% 3.56 7.6% 81% False False 292,247
20 48.83 37.12 11.71 24.9% 3.18 6.8% 85% False False 269,452
40 50.88 37.12 13.76 29.3% 3.09 6.6% 72% False False 193,145
60 56.96 37.12 19.84 42.2% 3.32 7.1% 50% False False 137,186
80 62.61 37.12 25.49 54.2% 3.36 7.1% 39% False False 106,659
100 77.63 37.12 40.51 86.1% 3.53 7.5% 24% False False 86,735
120 111.15 37.12 74.03 157.4% 3.62 7.7% 13% False False 72,936
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 0.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 67.24
2.618 59.55
1.618 54.84
1.000 51.93
0.618 50.13
HIGH 47.22
0.618 45.42
0.500 44.87
0.382 44.31
LOW 42.51
0.618 39.60
1.000 37.80
1.618 34.89
2.618 30.18
4.250 22.49
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 46.31 46.42
PP 45.59 45.81
S1 44.87 45.20

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

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