NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 41.93 41.89 -0.04 -0.1% 45.06
High 42.28 43.80 1.52 3.6% 45.64
Low 39.95 40.63 0.68 1.7% 39.42
Close 42.17 41.27 -0.90 -2.1% 42.17
Range 2.33 3.17 0.84 36.1% 6.22
ATR 2.81 2.83 0.03 0.9% 0.00
Volume 97,811 77,046 -20,765 -21.2% 334,622
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.41 49.51 43.01
R3 48.24 46.34 42.14
R2 45.07 45.07 41.85
R1 43.17 43.17 41.56 42.54
PP 41.90 41.90 41.90 41.58
S1 40.00 40.00 40.98 39.37
S2 38.73 38.73 40.69
S3 35.56 36.83 40.40
S4 32.39 33.66 39.53
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.07 57.84 45.59
R3 54.85 51.62 43.88
R2 48.63 48.63 43.31
R1 45.40 45.40 42.74 43.91
PP 42.41 42.41 42.41 41.66
S1 39.18 39.18 41.60 37.69
S2 36.19 36.19 41.03
S3 29.97 32.96 40.46
S4 23.75 26.74 38.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.64 39.42 6.22 15.1% 3.17 7.7% 30% False False 82,333
10 50.47 39.42 11.05 26.8% 2.74 6.6% 17% False False 76,967
20 52.34 39.42 12.92 31.3% 2.62 6.3% 14% False False 56,082
40 58.31 39.42 18.89 45.8% 3.01 7.3% 10% False False 38,584
60 59.89 39.42 20.47 49.6% 3.06 7.4% 9% False False 29,656
80 75.10 39.42 35.68 86.5% 3.20 7.7% 5% False False 23,933
100 100.60 39.42 61.18 148.2% 3.00 7.3% 3% False False 19,823
120 112.52 39.42 73.10 177.1% 2.67 6.5% 3% False False 16,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.27
2.618 52.10
1.618 48.93
1.000 46.97
0.618 45.76
HIGH 43.80
0.618 42.59
0.500 42.22
0.382 41.84
LOW 40.63
0.618 38.67
1.000 37.46
1.618 35.50
2.618 32.33
4.250 27.16
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 42.22 41.61
PP 41.90 41.50
S1 41.59 41.38

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

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