NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 49.54 49.22 -0.32 -0.6% 51.79
High 49.98 49.38 -0.60 -1.2% 53.21
Low 48.55 47.57 -0.98 -2.0% 47.57
Close 49.34 48.14 -1.20 -2.4% 48.14
Range 1.43 1.81 0.38 26.6% 5.64
ATR 2.53 2.48 -0.05 -2.0% 0.00
Volume 16,030 18,053 2,023 12.6% 74,648
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.79 52.78 49.14
R3 51.98 50.97 48.64
R2 50.17 50.17 48.47
R1 49.16 49.16 48.31 48.76
PP 48.36 48.36 48.36 48.17
S1 47.35 47.35 47.97 46.95
S2 46.55 46.55 47.81
S3 44.74 45.54 47.64
S4 42.93 43.73 47.14
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.56 62.99 51.24
R3 60.92 57.35 49.69
R2 55.28 55.28 49.17
R1 51.71 51.71 48.66 50.68
PP 49.64 49.64 49.64 49.12
S1 46.07 46.07 47.62 45.04
S2 44.00 44.00 47.11
S3 38.36 40.43 46.59
S4 32.72 34.79 45.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.21 47.57 5.64 11.7% 2.12 4.4% 10% False True 14,929
10 53.21 47.57 5.64 11.7% 1.95 4.1% 10% False True 13,208
20 54.72 47.57 7.15 14.9% 2.27 4.7% 8% False True 13,097
40 60.72 43.67 17.05 35.4% 2.68 5.6% 26% False False 11,222
60 61.20 43.67 17.53 36.4% 2.75 5.7% 25% False False 9,088
80 76.25 43.67 32.58 67.7% 2.59 5.4% 14% False False 7,549
100 108.05 43.67 64.38 133.7% 2.35 4.9% 7% False False 6,459
120 119.87 43.67 76.20 158.3% 2.12 4.4% 6% False False 5,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.07
2.618 54.12
1.618 52.31
1.000 51.19
0.618 50.50
HIGH 49.38
0.618 48.69
0.500 48.48
0.382 48.26
LOW 47.57
0.618 46.45
1.000 45.76
1.618 44.64
2.618 42.83
4.250 39.88
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 48.48 49.02
PP 48.36 48.73
S1 48.25 48.43

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

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