NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 51.79 51.53 -0.26 -0.5% 50.29
High 53.21 53.13 -0.08 -0.2% 52.28
Low 51.07 49.56 -1.51 -3.0% 48.59
Close 51.47 49.70 -1.77 -3.4% 51.61
Range 2.14 3.57 1.43 66.8% 3.69
ATR 2.62 2.69 0.07 2.6% 0.00
Volume 18,079 10,649 -7,430 -41.1% 57,439
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.51 59.17 51.66
R3 57.94 55.60 50.68
R2 54.37 54.37 50.35
R1 52.03 52.03 50.03 51.42
PP 50.80 50.80 50.80 50.49
S1 48.46 48.46 49.37 47.85
S2 47.23 47.23 49.05
S3 43.66 44.89 48.72
S4 40.09 41.32 47.74
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.90 60.44 53.64
R3 58.21 56.75 52.62
R2 54.52 54.52 52.29
R1 53.06 53.06 51.95 53.79
PP 50.83 50.83 50.83 51.19
S1 49.37 49.37 51.27 50.10
S2 47.14 47.14 50.93
S3 43.45 45.68 50.60
S4 39.76 41.99 49.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.21 48.75 4.46 9.0% 2.39 4.8% 21% False False 13,190
10 53.21 48.59 4.62 9.3% 2.10 4.2% 24% False False 12,361
20 55.16 48.25 6.91 13.9% 2.49 5.0% 21% False False 12,652
40 60.72 43.67 17.05 34.3% 2.85 5.7% 35% False False 10,531
60 65.19 43.67 21.52 43.3% 2.82 5.7% 28% False False 8,500
80 78.55 43.67 34.88 70.2% 2.61 5.3% 17% False False 7,105
100 110.25 43.67 66.58 134.0% 2.34 4.7% 9% False False 6,029
120 123.73 43.67 80.06 161.1% 2.11 4.3% 8% False False 5,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 68.30
2.618 62.48
1.618 58.91
1.000 56.70
0.618 55.34
HIGH 53.13
0.618 51.77
0.500 51.35
0.382 50.92
LOW 49.56
0.618 47.35
1.000 45.99
1.618 43.78
2.618 40.21
4.250 34.39
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 51.35 51.27
PP 50.80 50.74
S1 50.25 50.22

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

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