NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 45.06 40.78 -4.28 -9.5% 48.60
High 45.64 41.56 -4.08 -8.9% 50.47
Low 40.51 39.52 -0.99 -2.4% 44.37
Close 41.23 39.72 -1.51 -3.7% 44.94
Range 5.13 2.04 -3.09 -60.2% 6.10
ATR 2.86 2.80 -0.06 -2.0% 0.00
Volume 77,939 76,142 -1,797 -2.3% 358,005
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 46.39 45.09 40.84
R3 44.35 43.05 40.28
R2 42.31 42.31 40.09
R1 41.01 41.01 39.91 40.64
PP 40.27 40.27 40.27 40.08
S1 38.97 38.97 39.53 38.60
S2 38.23 38.23 39.35
S3 36.19 36.93 39.16
S4 34.15 34.89 38.60
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 47.46 39.52 7.94 20.0% 2.52 6.4% 3% False True 78,244
10 50.47 39.52 10.95 27.6% 2.56 6.5% 2% False True 61,909
20 52.34 39.52 12.82 32.3% 2.69 6.8% 2% False True 49,161
40 58.31 39.52 18.79 47.3% 3.00 7.5% 1% False True 32,931
60 59.89 39.52 20.37 51.3% 3.11 7.8% 1% False True 25,854
80 75.10 39.52 35.58 89.6% 3.13 7.9% 1% False True 20,924
100 107.65 39.52 68.13 171.5% 2.94 7.4% 0% False True 17,299
120 119.79 39.52 80.27 202.1% 2.60 6.5% 0% False True 14,732
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 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 46.90
1.618 44.86
1.000 43.60
0.618 42.82
HIGH 41.56
0.618 40.78
0.500 40.54
0.382 40.30
LOW 39.52
0.618 38.26
1.000 37.48
1.618 36.22
2.618 34.18
4.250 30.85
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 40.54 42.99
PP 40.27 41.90
S1 39.99 40.81

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

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