NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 41.17 43.36 2.19 5.3% 46.78
High 44.04 43.70 -0.34 -0.8% 47.26
Low 40.85 41.46 0.61 1.5% 40.85
Close 43.97 43.56 -0.41 -0.9% 43.56
Range 3.19 2.24 -0.95 -29.8% 6.41
ATR 2.78 2.76 -0.02 -0.7% 0.00
Volume 48,672 49,460 788 1.6% 190,530
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.63 48.83 44.79
R3 47.39 46.59 44.18
R2 45.15 45.15 43.97
R1 44.35 44.35 43.77 44.75
PP 42.91 42.91 42.91 43.11
S1 42.11 42.11 43.35 42.51
S2 40.67 40.67 43.15
S3 38.43 39.87 42.94
S4 36.19 37.63 42.33
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.12 59.75 47.09
R3 56.71 53.34 45.32
R2 50.30 50.30 44.74
R1 46.93 46.93 44.15 45.41
PP 43.89 43.89 43.89 43.13
S1 40.52 40.52 42.97 39.00
S2 37.48 37.48 42.38
S3 31.07 34.11 41.80
S4 24.66 27.70 40.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.20 40.85 7.35 16.9% 2.98 6.9% 37% False False 47,584
10 51.93 40.85 11.08 25.4% 2.70 6.2% 24% False False 42,741
20 53.37 40.85 12.52 28.7% 2.59 5.9% 22% False False 37,123
40 59.66 40.85 18.81 43.2% 2.92 6.7% 14% False False 30,290
60 61.33 40.85 20.48 47.0% 3.13 7.2% 13% False False 27,940
80 76.00 40.85 35.15 80.7% 3.30 7.6% 8% False False 24,631
100 102.84 40.85 61.99 142.3% 3.43 7.9% 4% False False 21,893
120 120.15 40.85 79.30 182.0% 3.44 7.9% 3% False False 19,353
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.22
2.618 49.56
1.618 47.32
1.000 45.94
0.618 45.08
HIGH 43.70
0.618 42.84
0.500 42.58
0.382 42.32
LOW 41.46
0.618 40.08
1.000 39.22
1.618 37.84
2.618 35.60
4.250 31.94
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 43.23 43.19
PP 42.91 42.82
S1 42.58 42.45

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

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