NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 42.44 41.17 -1.27 -3.0% 50.40
High 43.20 44.04 0.84 1.9% 51.93
Low 40.89 40.85 -0.04 -0.1% 46.09
Close 41.15 43.97 2.82 6.9% 46.67
Range 2.31 3.19 0.88 38.1% 5.84
ATR 2.75 2.78 0.03 1.1% 0.00
Volume 49,147 48,672 -475 -1.0% 206,030
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.52 51.44 45.72
R3 49.33 48.25 44.85
R2 46.14 46.14 44.55
R1 45.06 45.06 44.26 45.60
PP 42.95 42.95 42.95 43.23
S1 41.87 41.87 43.68 42.41
S2 39.76 39.76 43.39
S3 36.57 38.68 43.09
S4 33.38 35.49 42.22
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 48.50 40.85 7.65 17.4% 2.83 6.4% 41% False True 45,866
10 51.93 40.85 11.08 25.2% 2.66 6.1% 28% False True 40,435
20 53.37 40.85 12.52 28.5% 2.60 5.9% 25% False True 36,448
40 59.66 40.85 18.81 42.8% 2.94 6.7% 17% False True 29,527
60 61.33 40.85 20.48 46.6% 3.13 7.1% 15% False True 27,451
80 76.00 40.85 35.15 79.9% 3.32 7.6% 9% False True 24,174
100 107.08 40.85 66.23 150.6% 3.43 7.8% 5% False True 21,484
120 121.37 40.85 80.52 183.1% 3.45 7.8% 4% False True 18,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.60
2.618 52.39
1.618 49.20
1.000 47.23
0.618 46.01
HIGH 44.04
0.618 42.82
0.500 42.45
0.382 42.07
LOW 40.85
0.618 38.88
1.000 37.66
1.618 35.69
2.618 32.50
4.250 27.29
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 43.46 44.06
PP 42.95 44.03
S1 42.45 44.00

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

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