NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 50.95 51.60 0.65 1.3% 53.92
High 51.87 51.62 -0.25 -0.5% 54.95
Low 50.72 49.69 -1.03 -2.0% 49.69
Close 51.45 50.17 -1.28 -2.5% 50.17
Range 1.15 1.93 0.78 67.8% 5.26
ATR 2.10 2.08 -0.01 -0.6% 0.00
Volume 5,853 6,194 341 5.8% 28,373
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.28 55.16 51.23
R3 54.35 53.23 50.70
R2 52.42 52.42 50.52
R1 51.30 51.30 50.35 50.90
PP 50.49 50.49 50.49 50.29
S1 49.37 49.37 49.99 48.97
S2 48.56 48.56 49.82
S3 46.63 47.44 49.64
S4 44.70 45.51 49.11
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 67.38 64.04 53.06
R3 62.12 58.78 51.62
R2 56.86 56.86 51.13
R1 53.52 53.52 50.65 52.56
PP 51.60 51.60 51.60 51.13
S1 48.26 48.26 49.69 47.30
S2 46.34 46.34 49.21
S3 41.08 43.00 48.72
S4 35.82 37.74 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.95 49.69 5.26 10.5% 1.94 3.9% 9% False True 5,674
10 54.95 49.69 5.26 10.5% 1.73 3.5% 9% False True 4,622
20 56.04 49.69 6.35 12.7% 1.86 3.7% 8% False True 4,545
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.82
2.618 56.67
1.618 54.74
1.000 53.55
0.618 52.81
HIGH 51.62
0.618 50.88
0.500 50.66
0.382 50.43
LOW 49.69
0.618 48.50
1.000 47.76
1.618 46.57
2.618 44.64
4.250 41.49
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 50.66 51.05
PP 50.49 50.76
S1 50.33 50.46

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

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