NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 48.13 49.83 1.70 3.5% 50.55
High 50.00 51.07 1.07 2.1% 51.07
Low 48.09 47.96 -0.13 -0.3% 47.35
Close 49.96 50.39 0.43 0.9% 50.39
Range 1.91 3.11 1.20 62.8% 3.72
ATR 2.78 2.80 0.02 0.8% 0.00
Volume 26,402 30,857 4,455 16.9% 143,253
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.14 57.87 52.10
R3 56.03 54.76 51.25
R2 52.92 52.92 50.96
R1 51.65 51.65 50.68 52.29
PP 49.81 49.81 49.81 50.12
S1 48.54 48.54 50.10 49.18
S2 46.70 46.70 49.82
S3 43.59 45.43 49.53
S4 40.48 42.32 48.68
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.76 59.30 52.44
R3 57.04 55.58 51.41
R2 53.32 53.32 51.07
R1 51.86 51.86 50.73 50.73
PP 49.60 49.60 49.60 49.04
S1 48.14 48.14 50.05 47.01
S2 45.88 45.88 49.71
S3 42.16 44.42 49.37
S4 38.44 40.70 48.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.07 47.35 3.72 7.4% 2.13 4.2% 82% True False 28,650
10 53.37 47.35 6.02 11.9% 2.34 4.6% 50% False False 30,700
20 53.60 46.95 6.65 13.2% 2.62 5.2% 52% False False 31,259
40 59.66 42.51 17.15 34.0% 3.12 6.2% 46% False False 26,596
60 65.80 42.51 23.29 46.2% 3.20 6.3% 34% False False 23,474
80 87.13 42.51 44.62 88.5% 3.45 6.8% 18% False False 21,187
100 109.98 42.51 67.47 133.9% 3.56 7.1% 12% False False 18,697
120 123.85 42.51 81.34 161.4% 3.41 6.8% 10% False False 16,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 64.29
2.618 59.21
1.618 56.10
1.000 54.18
0.618 52.99
HIGH 51.07
0.618 49.88
0.500 49.52
0.382 49.15
LOW 47.96
0.618 46.04
1.000 44.85
1.618 42.93
2.618 39.82
4.250 34.74
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 50.10 50.02
PP 49.81 49.65
S1 49.52 49.28

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

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