NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 46.78 42.44 -4.34 -9.3% 50.40
High 47.26 43.20 -4.06 -8.6% 51.93
Low 42.19 40.89 -1.30 -3.1% 46.09
Close 42.88 41.15 -1.73 -4.0% 46.67
Range 5.07 2.31 -2.76 -54.4% 5.84
ATR 2.78 2.75 -0.03 -1.2% 0.00
Volume 43,251 49,147 5,896 13.6% 206,030
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.68 47.22 42.42
R3 46.37 44.91 41.79
R2 44.06 44.06 41.57
R1 42.60 42.60 41.36 42.18
PP 41.75 41.75 41.75 41.53
S1 40.29 40.29 40.94 39.87
S2 39.44 39.44 40.73
S3 37.13 37.98 40.51
S4 34.82 35.67 39.88
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 49.10 40.89 8.21 20.0% 2.52 6.1% 3% False True 43,434
10 51.93 40.89 11.04 26.8% 2.50 6.1% 2% False True 38,478
20 53.37 40.89 12.48 30.3% 2.55 6.2% 2% False True 35,905
40 59.66 40.89 18.77 45.6% 2.91 7.1% 1% False True 29,051
60 61.33 40.89 20.44 49.7% 3.15 7.7% 1% False True 26,945
80 76.00 40.89 35.11 85.3% 3.32 8.1% 1% False True 23,763
100 108.06 40.89 67.17 163.2% 3.44 8.4% 0% False True 21,076
120 121.37 40.89 80.48 195.6% 3.43 8.3% 0% False True 18,572
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.02
2.618 49.25
1.618 46.94
1.000 45.51
0.618 44.63
HIGH 43.20
0.618 42.32
0.500 42.05
0.382 41.77
LOW 40.89
0.618 39.46
1.000 38.58
1.618 37.15
2.618 34.84
4.250 31.07
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 42.05 44.55
PP 41.75 43.41
S1 41.45 42.28

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

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