NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 47.83 49.88 2.05 4.3% 48.09
High 49.82 50.82 1.00 2.0% 49.82
Low 47.83 47.95 0.12 0.3% 44.27
Close 49.58 49.38 -0.20 -0.4% 49.58
Range 1.99 2.87 0.88 44.2% 5.55
ATR 2.72 2.73 0.01 0.4% 0.00
Volume 20,856 15,071 -5,785 -27.7% 85,698
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.99 56.56 50.96
R3 55.12 53.69 50.17
R2 52.25 52.25 49.91
R1 50.82 50.82 49.64 50.10
PP 49.38 49.38 49.38 49.03
S1 47.95 47.95 49.12 47.23
S2 46.51 46.51 48.85
S3 43.64 45.08 48.59
S4 40.77 42.21 47.80
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.54 62.61 52.63
R3 58.99 57.06 51.11
R2 53.44 53.44 50.60
R1 51.51 51.51 50.09 52.48
PP 47.89 47.89 47.89 48.37
S1 45.96 45.96 49.07 46.93
S2 42.34 42.34 48.56
S3 36.79 40.41 48.05
S4 31.24 34.86 46.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.82 44.27 6.55 13.3% 2.57 5.2% 78% True False 16,729
10 50.82 43.69 7.13 14.4% 2.64 5.3% 80% True False 18,284
20 53.21 42.19 11.02 22.3% 2.64 5.3% 65% False False 17,299
40 55.16 42.19 12.97 26.3% 2.49 5.0% 55% False False 14,820
60 60.72 42.19 18.53 37.5% 2.82 5.7% 39% False False 12,541
80 66.15 42.19 23.96 48.5% 2.74 5.5% 30% False False 10,412
100 85.30 42.19 43.11 87.3% 2.59 5.2% 17% False False 8,909
120 110.25 42.19 68.06 137.8% 2.40 4.9% 11% False False 7,683
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.02
2.618 58.33
1.618 55.46
1.000 53.69
0.618 52.59
HIGH 50.82
0.618 49.72
0.500 49.39
0.382 49.05
LOW 47.95
0.618 46.18
1.000 45.08
1.618 43.31
2.618 40.44
4.250 35.75
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 49.39 49.22
PP 49.38 49.05
S1 49.38 48.89

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

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