NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 53.02 51.80 -1.22 -2.3% 54.00
High 53.70 51.80 -1.90 -3.5% 54.45
Low 52.05 49.69 -2.36 -4.5% 50.71
Close 52.07 49.78 -2.29 -4.4% 52.07
Range 1.65 2.11 0.46 27.9% 3.74
ATR 2.21 2.22 0.01 0.6% 0.00
Volume 5,821 6,271 450 7.7% 31,463
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.75 55.38 50.94
R3 54.64 53.27 50.36
R2 52.53 52.53 50.17
R1 51.16 51.16 49.97 50.79
PP 50.42 50.42 50.42 50.24
S1 49.05 49.05 49.59 48.68
S2 48.31 48.31 49.39
S3 46.20 46.94 49.20
S4 44.09 44.83 48.62
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.63 61.59 54.13
R3 59.89 57.85 53.10
R2 56.15 56.15 52.76
R1 54.11 54.11 52.41 53.26
PP 52.41 52.41 52.41 51.99
S1 50.37 50.37 51.73 49.52
S2 48.67 48.67 51.38
S3 44.93 46.63 51.04
S4 41.19 42.89 50.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.70 49.69 4.01 8.1% 1.87 3.8% 2% False True 6,633
10 54.45 49.28 5.17 10.4% 2.15 4.3% 10% False False 6,385
20 60.48 49.28 11.20 22.5% 1.93 3.9% 4% False False 5,347
40 60.48 44.75 15.73 31.6% 1.64 3.3% 32% False False 4,127
60 72.08 44.75 27.33 54.9% 1.46 2.9% 18% False False 3,361
80 89.88 44.75 45.13 90.7% 1.50 3.0% 11% False False 2,935
100 109.67 44.75 64.92 130.4% 1.36 2.7% 8% False False 2,471
120 123.71 44.75 78.96 158.6% 1.13 2.3% 6% False False 2,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.77
2.618 57.32
1.618 55.21
1.000 53.91
0.618 53.10
HIGH 51.80
0.618 50.99
0.500 50.75
0.382 50.50
LOW 49.69
0.618 48.39
1.000 47.58
1.618 46.28
2.618 44.17
4.250 40.72
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 50.75 51.70
PP 50.42 51.06
S1 50.10 50.42

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

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