NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 45.94 45.06 -0.88 -1.9% 48.60
High 46.45 45.64 -0.81 -1.7% 50.47
Low 44.37 40.51 -3.86 -8.7% 44.37
Close 44.94 41.23 -3.71 -8.3% 44.94
Range 2.08 5.13 3.05 146.6% 6.10
ATR 2.68 2.86 0.17 6.5% 0.00
Volume 84,913 77,939 -6,974 -8.2% 358,005
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.85 54.67 44.05
R3 52.72 49.54 42.64
R2 47.59 47.59 42.17
R1 44.41 44.41 41.70 43.44
PP 42.46 42.46 42.46 41.97
S1 39.28 39.28 40.76 38.31
S2 37.33 37.33 40.29
S3 32.20 34.15 39.82
S4 27.07 29.02 38.41
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.89 61.02 48.30
R3 58.79 54.92 46.62
R2 52.69 52.69 46.06
R1 48.82 48.82 45.50 47.71
PP 46.59 46.59 46.59 46.04
S1 42.72 42.72 44.38 41.61
S2 40.49 40.49 43.82
S3 34.39 36.62 43.26
S4 28.29 30.52 41.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.44 40.51 9.93 24.1% 2.88 7.0% 7% False True 74,031
10 50.47 40.51 9.96 24.2% 2.45 5.9% 7% False True 57,815
20 52.34 40.51 11.83 28.7% 2.77 6.7% 6% False True 46,699
40 58.31 40.51 17.80 43.2% 3.04 7.4% 4% False True 31,406
60 59.89 40.51 19.38 47.0% 3.10 7.5% 4% False True 24,676
80 75.10 40.51 34.59 83.9% 3.17 7.7% 2% False True 19,999
100 107.65 40.51 67.14 162.8% 2.95 7.2% 1% False True 16,560
120 119.79 40.51 79.28 192.3% 2.58 6.3% 1% False True 14,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 67.44
2.618 59.07
1.618 53.94
1.000 50.77
0.618 48.81
HIGH 45.64
0.618 43.68
0.500 43.08
0.382 42.47
LOW 40.51
0.618 37.34
1.000 35.38
1.618 32.21
2.618 27.08
4.250 18.71
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 43.08 43.55
PP 42.46 42.78
S1 41.85 42.00

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

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