NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 46.39 42.35 -4.04 -8.7% 41.89
High 46.49 44.22 -2.27 -4.9% 47.55
Low 42.14 41.75 -0.39 -0.9% 40.63
Close 42.45 43.91 1.46 3.4% 46.89
Range 4.35 2.47 -1.88 -43.2% 6.92
ATR 2.93 2.90 -0.03 -1.1% 0.00
Volume 117,650 90,560 -27,090 -23.0% 512,713
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 50.70 49.78 45.27
R3 48.23 47.31 44.59
R2 45.76 45.76 44.36
R1 44.84 44.84 44.14 45.30
PP 43.29 43.29 43.29 43.53
S1 42.37 42.37 43.68 42.83
S2 40.82 40.82 43.46
S3 38.35 39.90 43.23
S4 35.88 37.43 42.55
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.78 63.26 50.70
R3 58.86 56.34 48.79
R2 51.94 51.94 48.16
R1 49.42 49.42 47.52 50.68
PP 45.02 45.02 45.02 45.66
S1 42.50 42.50 46.26 43.76
S2 38.10 38.10 45.62
S3 31.18 35.58 44.99
S4 24.26 28.66 43.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.55 41.75 5.80 13.2% 3.01 6.9% 37% False True 109,188
10 47.55 39.42 8.13 18.5% 2.80 6.4% 55% False False 97,760
20 50.47 39.42 11.05 25.2% 2.62 6.0% 41% False False 77,788
40 58.31 39.42 18.89 43.0% 2.85 6.5% 24% False False 53,343
60 58.31 39.42 18.89 43.0% 3.04 6.9% 24% False False 39,558
80 73.88 39.42 34.46 78.5% 3.10 7.1% 13% False False 31,560
100 89.32 39.42 49.90 113.6% 3.08 7.0% 9% False False 26,147
120 109.58 39.42 70.16 159.8% 2.79 6.4% 6% False False 22,117
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.72
2.618 50.69
1.618 48.22
1.000 46.69
0.618 45.75
HIGH 44.22
0.618 43.28
0.500 42.99
0.382 42.69
LOW 41.75
0.618 40.22
1.000 39.28
1.618 37.75
2.618 35.28
4.250 31.25
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 43.60 44.51
PP 43.29 44.31
S1 42.99 44.11

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

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