NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 51.74 50.95 -0.79 -1.5% 52.00
High 52.41 51.87 -0.54 -1.0% 54.05
Low 50.99 50.72 -0.27 -0.5% 50.50
Close 51.33 51.45 0.12 0.2% 53.42
Range 1.42 1.15 -0.27 -19.0% 3.55
ATR 2.17 2.10 -0.07 -3.4% 0.00
Volume 5,321 5,853 532 10.0% 17,851
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.80 54.27 52.08
R3 53.65 53.12 51.77
R2 52.50 52.50 51.66
R1 51.97 51.97 51.56 52.24
PP 51.35 51.35 51.35 51.48
S1 50.82 50.82 51.34 51.09
S2 50.20 50.20 51.24
S3 49.05 49.67 51.13
S4 47.90 48.52 50.82
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 50.72 4.23 8.2% 2.11 4.1% 17% False True 5,251
10 54.95 50.50 4.45 8.6% 1.69 3.3% 21% False False 4,314
20 57.15 50.12 7.03 13.7% 1.94 3.8% 19% False False 4,423
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 True
Bull Hook False
Stretch 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.76
2.618 54.88
1.618 53.73
1.000 53.02
0.618 52.58
HIGH 51.87
0.618 51.43
0.500 51.30
0.382 51.16
LOW 50.72
0.618 50.01
1.000 49.57
1.618 48.86
2.618 47.71
4.250 45.83
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 51.40 52.78
PP 51.35 52.34
S1 51.30 51.89

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

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