NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 50.25 49.89 -0.36 -0.7% 49.88
High 50.25 51.02 0.77 1.5% 51.02
Low 48.59 49.23 0.64 1.3% 45.78
Close 49.28 50.88 1.60 3.2% 50.88
Range 1.66 1.79 0.13 7.8% 5.24
ATR 2.47 2.43 -0.05 -2.0% 0.00
Volume 10,235 14,145 3,910 38.2% 48,837
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.75 55.10 51.86
R3 53.96 53.31 51.37
R2 52.17 52.17 51.21
R1 51.52 51.52 51.04 51.85
PP 50.38 50.38 50.38 50.54
S1 49.73 49.73 50.72 50.06
S2 48.59 48.59 50.55
S3 46.80 47.94 50.39
S4 45.01 46.15 49.90
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.95 63.15 53.76
R3 59.71 57.91 52.32
R2 54.47 54.47 51.84
R1 52.67 52.67 51.36 53.57
PP 49.23 49.23 49.23 49.68
S1 47.43 47.43 50.40 48.33
S2 43.99 43.99 49.92
S3 38.75 42.19 49.44
S4 33.51 36.95 48.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.02 45.78 5.24 10.3% 2.75 5.4% 97% True False 9,767
10 51.29 45.32 5.97 11.7% 2.51 4.9% 93% False False 9,114
20 54.95 44.19 10.76 21.1% 2.40 4.7% 62% False False 7,676
40 57.15 44.19 12.96 25.5% 2.09 4.1% 52% False False 5,841
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.63
2.618 55.71
1.618 53.92
1.000 52.81
0.618 52.13
HIGH 51.02
0.618 50.34
0.500 50.13
0.382 49.91
LOW 49.23
0.618 48.12
1.000 47.44
1.618 46.33
2.618 44.54
4.250 41.62
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 50.63 50.30
PP 50.38 49.72
S1 50.13 49.14

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

View Archives - Comment on this page... - Back to Index of Symbols