NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 44.09 45.16 1.07 2.4% 48.62
High 45.57 47.78 2.21 4.8% 48.65
Low 43.69 44.80 1.11 2.5% 42.19
Close 45.43 46.90 1.47 3.2% 44.76
Range 1.88 2.98 1.10 58.5% 6.46
ATR 2.63 2.65 0.03 1.0% 0.00
Volume 14,343 14,165 -178 -1.2% 76,469
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.43 54.15 48.54
R3 52.45 51.17 47.72
R2 49.47 49.47 47.45
R1 48.19 48.19 47.17 48.83
PP 46.49 46.49 46.49 46.82
S1 45.21 45.21 46.63 45.85
S2 43.51 43.51 46.35
S3 40.53 42.23 46.08
S4 37.55 39.25 45.26
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.58 61.13 48.31
R3 58.12 54.67 46.54
R2 51.66 51.66 45.94
R1 48.21 48.21 45.35 46.71
PP 45.20 45.20 45.20 44.45
S1 41.75 41.75 44.17 40.25
S2 38.74 38.74 43.58
S3 32.28 35.29 42.98
S4 25.82 28.83 41.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.78 42.19 5.59 11.9% 2.64 5.6% 84% True False 15,135
10 50.47 42.19 8.28 17.7% 2.55 5.4% 57% False False 16,291
20 53.21 42.19 11.02 23.5% 2.32 5.0% 43% False False 14,326
40 60.72 42.19 18.53 39.5% 2.72 5.8% 25% False False 12,782
60 61.20 42.19 19.01 40.5% 2.81 6.0% 25% False False 10,602
80 76.25 42.19 34.06 72.6% 2.70 5.8% 14% False False 8,763
100 94.90 42.19 52.71 112.4% 2.52 5.4% 9% False False 7,538
120 112.96 42.19 70.77 150.9% 2.27 4.8% 7% False False 6,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.45
2.618 55.58
1.618 52.60
1.000 50.76
0.618 49.62
HIGH 47.78
0.618 46.64
0.500 46.29
0.382 45.94
LOW 44.80
0.618 42.96
1.000 41.82
1.618 39.98
2.618 37.00
4.250 32.14
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 46.70 46.47
PP 46.49 46.03
S1 46.29 45.60

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

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