NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 46.03 44.57 -1.46 -3.2% 53.92
High 46.18 47.23 1.05 2.3% 54.95
Low 44.28 44.19 -0.09 -0.2% 49.69
Close 44.41 47.23 2.82 6.3% 50.17
Range 1.90 3.04 1.14 60.0% 5.26
ATR 2.21 2.27 0.06 2.7% 0.00
Volume 8,127 6,691 -1,436 -17.7% 28,373
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.34 54.32 48.90
R3 52.30 51.28 48.07
R2 49.26 49.26 47.79
R1 48.24 48.24 47.51 48.75
PP 46.22 46.22 46.22 46.47
S1 45.20 45.20 46.95 45.71
S2 43.18 43.18 46.67
S3 40.14 42.16 46.39
S4 37.10 39.12 45.56
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 51.87 44.19 7.68 16.3% 2.34 5.0% 40% False True 7,416
10 54.95 44.19 10.76 22.8% 2.29 4.8% 28% False True 6,113
20 55.68 44.19 11.49 24.3% 2.05 4.3% 26% False True 5,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.15
2.618 55.19
1.618 52.15
1.000 50.27
0.618 49.11
HIGH 47.23
0.618 46.07
0.500 45.71
0.382 45.35
LOW 44.19
0.618 42.31
1.000 41.15
1.618 39.27
2.618 36.23
4.250 31.27
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 46.72 47.17
PP 46.22 47.11
S1 45.71 47.05

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

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