NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 48.62 44.02 -4.60 -9.5% 51.79
High 48.65 44.64 -4.01 -8.2% 53.21
Low 43.71 42.22 -1.49 -3.4% 47.57
Close 44.34 42.44 -1.90 -4.3% 48.14
Range 4.94 2.42 -2.52 -51.0% 5.64
ATR 2.65 2.64 -0.02 -0.6% 0.00
Volume 21,073 20,250 -823 -3.9% 74,648
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.36 48.82 43.77
R3 47.94 46.40 43.11
R2 45.52 45.52 42.88
R1 43.98 43.98 42.66 43.54
PP 43.10 43.10 43.10 42.88
S1 41.56 41.56 42.22 41.12
S2 40.68 40.68 42.00
S3 38.26 39.14 41.77
S4 35.84 36.72 41.11
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 50.47 42.22 8.25 19.4% 2.45 5.8% 3% False True 17,448
10 53.21 42.22 10.99 25.9% 2.42 5.7% 2% False True 15,319
20 54.24 42.22 12.02 28.3% 2.40 5.7% 2% False True 14,091
40 60.72 42.22 18.50 43.6% 2.72 6.4% 1% False True 11,824
60 61.20 42.22 18.98 44.7% 2.82 6.6% 1% False True 9,688
80 76.25 42.22 34.03 80.2% 2.65 6.2% 1% False True 8,013
100 108.05 42.22 65.83 155.1% 2.42 5.7% 0% False True 6,851
120 119.87 42.22 77.65 183.0% 2.18 5.1% 0% False True 5,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.93
2.618 50.98
1.618 48.56
1.000 47.06
0.618 46.14
HIGH 44.64
0.618 43.72
0.500 43.43
0.382 43.14
LOW 42.22
0.618 40.72
1.000 39.80
1.618 38.30
2.618 35.88
4.250 31.94
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 43.43 45.80
PP 43.10 44.68
S1 42.77 43.56

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

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