NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 48.30 48.96 0.66 1.4% 46.28
High 50.55 50.00 -0.55 -1.1% 50.55
Low 47.56 48.12 0.56 1.2% 44.41
Close 50.50 49.82 -0.68 -1.3% 49.82
Range 2.99 1.88 -1.11 -37.1% 6.14
ATR 2.23 2.24 0.01 0.5% 0.00
Volume 10,478 13,897 3,419 32.6% 51,624
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.95 54.27 50.85
R3 53.07 52.39 50.34
R2 51.19 51.19 50.16
R1 50.51 50.51 49.99 50.85
PP 49.31 49.31 49.31 49.49
S1 48.63 48.63 49.65 48.97
S2 47.43 47.43 49.48
S3 45.55 46.75 49.30
S4 43.67 44.87 48.79
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.68 64.39 53.20
R3 60.54 58.25 51.51
R2 54.40 54.40 50.95
R1 52.11 52.11 50.38 53.26
PP 48.26 48.26 48.26 48.83
S1 45.97 45.97 49.26 47.12
S2 42.12 42.12 48.69
S3 35.98 39.83 48.13
S4 29.84 33.69 46.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.55 44.41 6.14 12.3% 2.19 4.4% 88% False False 10,324
10 50.55 43.34 7.21 14.5% 2.32 4.7% 90% False False 9,061
20 54.10 43.34 10.76 21.6% 2.02 4.0% 60% False False 7,714
40 60.48 43.34 17.14 34.4% 2.10 4.2% 38% False False 6,320
60 60.48 43.34 17.14 34.4% 1.70 3.4% 38% False False 5,198
80 76.95 43.34 33.61 67.5% 1.65 3.3% 19% False False 4,343
100 90.08 43.34 46.74 93.8% 1.59 3.2% 14% False False 3,779
120 109.67 43.34 66.33 133.1% 1.44 2.9% 10% False False 3,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.99
2.618 54.92
1.618 53.04
1.000 51.88
0.618 51.16
HIGH 50.00
0.618 49.28
0.500 49.06
0.382 48.84
LOW 48.12
0.618 46.96
1.000 46.24
1.618 45.08
2.618 43.20
4.250 40.13
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 49.57 49.33
PP 49.31 48.85
S1 49.06 48.36

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

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