NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 41.89 41.17 -0.72 -1.7% 45.06
High 43.80 42.91 -0.89 -2.0% 45.64
Low 40.63 40.72 0.09 0.2% 39.42
Close 41.27 42.76 1.49 3.6% 42.17
Range 3.17 2.19 -0.98 -30.9% 6.22
ATR 2.83 2.79 -0.05 -1.6% 0.00
Volume 77,046 97,935 20,889 27.1% 334,622
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.70 47.92 43.96
R3 46.51 45.73 43.36
R2 44.32 44.32 43.16
R1 43.54 43.54 42.96 43.93
PP 42.13 42.13 42.13 42.33
S1 41.35 41.35 42.56 41.74
S2 39.94 39.94 42.36
S3 37.75 39.16 42.16
S4 35.56 36.97 41.56
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 43.80 39.42 4.38 10.2% 2.58 6.0% 76% False False 86,332
10 50.44 39.42 11.02 25.8% 2.73 6.4% 30% False False 80,182
20 51.40 39.42 11.98 28.0% 2.58 6.0% 28% False False 59,658
40 58.31 39.42 18.89 44.2% 2.96 6.9% 18% False False 40,764
60 59.89 39.42 20.47 47.9% 3.04 7.1% 16% False False 31,155
80 75.10 39.42 35.68 83.4% 3.20 7.5% 9% False False 25,109
100 99.01 39.42 59.59 139.4% 3.02 7.1% 6% False False 20,791
120 112.52 39.42 73.10 171.0% 2.67 6.2% 5% False False 17,648
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.22
2.618 48.64
1.618 46.45
1.000 45.10
0.618 44.26
HIGH 42.91
0.618 42.07
0.500 41.82
0.382 41.56
LOW 40.72
0.618 39.37
1.000 38.53
1.618 37.18
2.618 34.99
4.250 31.41
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 42.45 42.47
PP 42.13 42.17
S1 41.82 41.88

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

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