NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 49.13 48.09 -1.04 -2.1% 44.93
High 49.41 48.10 -1.31 -2.7% 49.74
Low 47.23 44.52 -2.71 -5.7% 43.42
Close 48.98 44.73 -4.25 -8.7% 48.98
Range 2.18 3.58 1.40 64.2% 6.32
ATR 2.66 2.79 0.13 4.8% 0.00
Volume 26,659 17,124 -9,535 -35.8% 94,101
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 56.52 54.21 46.70
R3 52.94 50.63 45.71
R2 49.36 49.36 45.39
R1 47.05 47.05 45.06 46.42
PP 45.78 45.78 45.78 45.47
S1 43.47 43.47 44.40 42.84
S2 42.20 42.20 44.07
S3 38.62 39.89 43.75
S4 35.04 36.31 42.76
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.34 63.98 52.46
R3 60.02 57.66 50.72
R2 53.70 53.70 50.14
R1 51.34 51.34 49.56 52.52
PP 47.38 47.38 47.38 47.97
S1 45.02 45.02 48.40 46.20
S2 41.06 41.06 47.82
S3 34.74 38.70 47.24
S4 28.42 32.38 45.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.74 43.69 6.05 13.5% 2.71 6.1% 17% False False 19,840
10 49.74 42.19 7.55 16.9% 2.93 6.5% 34% False False 18,769
20 53.21 42.19 11.02 24.6% 2.44 5.5% 23% False False 15,989
40 60.72 42.19 18.53 41.4% 2.64 5.9% 14% False False 14,021
60 60.72 42.19 18.53 41.4% 2.83 6.3% 14% False False 11,615
80 76.25 42.19 34.06 76.1% 2.75 6.2% 7% False False 9,554
100 91.66 42.19 49.47 110.6% 2.59 5.8% 5% False False 8,160
120 110.25 42.19 68.06 152.2% 2.34 5.2% 4% False False 7,006
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 0.44
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 63.32
2.618 57.47
1.618 53.89
1.000 51.68
0.618 50.31
HIGH 48.10
0.618 46.73
0.500 46.31
0.382 45.89
LOW 44.52
0.618 42.31
1.000 40.94
1.618 38.73
2.618 35.15
4.250 29.31
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 46.31 47.13
PP 45.78 46.33
S1 45.26 45.53

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

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