NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 41.17 42.55 1.38 3.4% 45.06
High 42.91 44.93 2.02 4.7% 45.64
Low 40.72 41.98 1.26 3.1% 39.42
Close 42.76 44.66 1.90 4.4% 42.17
Range 2.19 2.95 0.76 34.7% 6.22
ATR 2.79 2.80 0.01 0.4% 0.00
Volume 97,935 97,192 -743 -0.8% 334,622
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.71 51.63 46.28
R3 49.76 48.68 45.47
R2 46.81 46.81 45.20
R1 45.73 45.73 44.93 46.27
PP 43.86 43.86 43.86 44.13
S1 42.78 42.78 44.39 43.32
S2 40.91 40.91 44.12
S3 37.96 39.83 43.85
S4 35.01 36.88 43.04
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 44.93 39.42 5.51 12.3% 2.76 6.2% 95% True False 90,542
10 47.46 39.42 8.04 18.0% 2.64 5.9% 65% False False 84,393
20 50.47 39.42 11.05 24.7% 2.51 5.6% 47% False False 62,900
40 58.31 39.42 18.89 42.3% 2.98 6.7% 28% False False 43,039
60 59.89 39.42 20.47 45.8% 3.02 6.8% 26% False False 32,599
80 75.10 39.42 35.68 79.9% 3.17 7.1% 15% False False 26,266
100 95.08 39.42 55.66 124.6% 3.05 6.8% 9% False False 21,742
120 111.02 39.42 71.60 160.3% 2.69 6.0% 7% False False 18,431
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.47
2.618 52.65
1.618 49.70
1.000 47.88
0.618 46.75
HIGH 44.93
0.618 43.80
0.500 43.46
0.382 43.11
LOW 41.98
0.618 40.16
1.000 39.03
1.618 37.21
2.618 34.26
4.250 29.44
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 44.26 44.03
PP 43.86 43.41
S1 43.46 42.78

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

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