NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 43.58 42.82 -0.76 -1.7% 46.78
High 45.20 44.33 -0.87 -1.9% 47.26
Low 42.18 42.27 0.09 0.2% 40.85
Close 42.86 44.23 1.37 3.2% 43.56
Range 3.02 2.06 -0.96 -31.8% 6.41
ATR 2.78 2.73 -0.05 -1.9% 0.00
Volume 36,219 40,633 4,414 12.2% 190,530
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.79 49.07 45.36
R3 47.73 47.01 44.80
R2 45.67 45.67 44.61
R1 44.95 44.95 44.42 45.31
PP 43.61 43.61 43.61 43.79
S1 42.89 42.89 44.04 43.25
S2 41.55 41.55 43.85
S3 39.49 40.83 43.66
S4 37.43 38.77 43.10
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 45.20 40.85 4.35 9.8% 2.56 5.8% 78% False False 44,826
10 51.93 40.85 11.08 25.1% 2.68 6.1% 31% False False 42,667
20 52.37 40.85 11.52 26.0% 2.49 5.6% 29% False False 37,637
40 59.66 40.85 18.81 42.5% 2.90 6.6% 18% False False 31,429
60 61.33 40.85 20.48 46.3% 3.05 6.9% 17% False False 28,664
80 76.00 40.85 35.15 79.5% 3.29 7.4% 10% False False 25,173
100 100.75 40.85 59.90 135.4% 3.39 7.7% 6% False False 22,496
120 113.10 40.85 72.25 163.4% 3.42 7.7% 5% False False 19,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 53.09
2.618 49.72
1.618 47.66
1.000 46.39
0.618 45.60
HIGH 44.33
0.618 43.54
0.500 43.30
0.382 43.06
LOW 42.27
0.618 41.00
1.000 40.21
1.618 38.94
2.618 36.88
4.250 33.52
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 43.92 43.93
PP 43.61 43.63
S1 43.30 43.33

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

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