NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 52.89 51.74 -1.15 -2.2% 52.00
High 54.84 52.41 -2.43 -4.4% 54.05
Low 51.52 50.99 -0.53 -1.0% 50.50
Close 51.59 51.33 -0.26 -0.5% 53.42
Range 3.32 1.42 -1.90 -57.2% 3.55
ATR 2.23 2.17 -0.06 -2.6% 0.00
Volume 5,862 5,321 -541 -9.2% 17,851
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.84 55.00 52.11
R3 54.42 53.58 51.72
R2 53.00 53.00 51.59
R1 52.16 52.16 51.46 51.87
PP 51.58 51.58 51.58 51.43
S1 50.74 50.74 51.20 50.45
S2 50.16 50.16 51.07
S3 48.74 49.32 50.94
S4 47.32 47.90 50.55
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.31 61.91 55.37
R3 59.76 58.36 54.40
R2 56.21 56.21 54.07
R1 54.81 54.81 53.75 55.51
PP 52.66 52.66 52.66 53.01
S1 51.26 51.26 53.09 51.96
S2 49.11 49.11 52.77
S3 45.56 47.71 52.44
S4 42.01 44.16 51.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.95 50.99 3.96 7.7% 2.23 4.3% 9% False True 4,809
10 54.95 50.50 4.45 8.7% 1.70 3.3% 19% False False 4,086
20 57.15 50.12 7.03 13.7% 1.96 3.8% 17% False False 4,338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 58.45
2.618 56.13
1.618 54.71
1.000 53.83
0.618 53.29
HIGH 52.41
0.618 51.87
0.500 51.70
0.382 51.53
LOW 50.99
0.618 50.11
1.000 49.57
1.618 48.69
2.618 47.27
4.250 44.96
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 51.70 52.97
PP 51.58 52.42
S1 51.45 51.88

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

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