NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 48.07 47.80 -0.27 -0.6% 50.40
High 48.50 48.20 -0.30 -0.6% 51.93
Low 47.01 46.09 -0.92 -2.0% 46.09
Close 47.81 46.67 -1.14 -2.4% 46.67
Range 1.49 2.11 0.62 41.6% 5.84
ATR 2.65 2.61 -0.04 -1.5% 0.00
Volume 40,868 47,393 6,525 16.0% 206,030
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.32 52.10 47.83
R3 51.21 49.99 47.25
R2 49.10 49.10 47.06
R1 47.88 47.88 46.86 47.44
PP 46.99 46.99 46.99 46.76
S1 45.77 45.77 46.48 45.33
S2 44.88 44.88 46.28
S3 42.77 43.66 46.09
S4 40.66 41.55 45.51
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.75 62.05 49.88
R3 59.91 56.21 48.28
R2 54.07 54.07 47.74
R1 50.37 50.37 47.21 49.30
PP 48.23 48.23 48.23 47.70
S1 44.53 44.53 46.13 43.46
S2 42.39 42.39 45.60
S3 36.55 38.69 45.06
S4 30.71 32.85 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.93 46.09 5.84 12.5% 2.21 4.7% 10% False True 41,206
10 51.93 46.09 5.84 12.5% 2.17 4.6% 10% False True 34,928
20 53.37 46.09 7.28 15.6% 2.49 5.3% 8% False True 34,494
40 59.66 42.51 17.15 36.7% 2.89 6.2% 24% False False 28,528
60 61.33 42.51 18.82 40.3% 3.09 6.6% 22% False False 25,759
80 77.65 42.51 35.14 75.3% 3.33 7.1% 12% False False 22,907
100 109.72 42.51 67.21 144.0% 3.46 7.4% 6% False False 20,324
120 121.37 42.51 78.86 169.0% 3.39 7.3% 5% False False 17,832
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.17
2.618 53.72
1.618 51.61
1.000 50.31
0.618 49.50
HIGH 48.20
0.618 47.39
0.500 47.15
0.382 46.90
LOW 46.09
0.618 44.79
1.000 43.98
1.618 42.68
2.618 40.57
4.250 37.12
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 47.15 47.60
PP 46.99 47.29
S1 46.83 46.98

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

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