NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 49.83 50.40 0.57 1.1% 50.55
High 51.07 51.92 0.85 1.7% 51.07
Low 47.96 49.75 1.79 3.7% 47.35
Close 50.39 50.25 -0.14 -0.3% 50.39
Range 3.11 2.17 -0.94 -30.2% 3.72
ATR 2.80 2.76 -0.05 -1.6% 0.00
Volume 30,857 46,739 15,882 51.5% 143,253
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.15 55.87 51.44
R3 54.98 53.70 50.85
R2 52.81 52.81 50.65
R1 51.53 51.53 50.45 51.09
PP 50.64 50.64 50.64 50.42
S1 49.36 49.36 50.05 48.92
S2 48.47 48.47 49.85
S3 46.30 47.19 49.65
S4 44.13 45.02 49.06
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 51.92 47.35 4.57 9.1% 1.95 3.9% 63% True False 32,417
10 52.37 47.35 5.02 10.0% 2.31 4.6% 58% False False 32,606
20 53.60 46.95 6.65 13.2% 2.63 5.2% 50% False False 32,389
40 59.66 42.51 17.15 34.1% 3.10 6.2% 45% False False 27,248
60 65.00 42.51 22.49 44.8% 3.20 6.4% 34% False False 24,012
80 79.12 42.51 36.61 72.9% 3.40 6.8% 21% False False 21,629
100 109.98 42.51 67.47 134.3% 3.55 7.1% 11% False False 19,127
120 123.85 42.51 81.34 161.9% 3.42 6.8% 10% False False 16,600
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.14
2.618 57.60
1.618 55.43
1.000 54.09
0.618 53.26
HIGH 51.92
0.618 51.09
0.500 50.84
0.382 50.58
LOW 49.75
0.618 48.41
1.000 47.58
1.618 46.24
2.618 44.07
4.250 40.53
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 50.84 50.15
PP 50.64 50.04
S1 50.45 49.94

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

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