NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 52.35 52.63 0.28 0.5% 55.95
High 52.51 53.60 1.09 2.1% 55.95
Low 51.50 52.19 0.69 1.3% 52.26
Close 52.13 53.74 1.61 3.1% 53.52
Range 1.01 1.41 0.40 39.6% 3.69
ATR 1.52 1.52 0.00 -0.2% 0.00
Volume 2,721 2,284 -437 -16.1% 16,780
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.41 56.98 54.52
R3 56.00 55.57 54.13
R2 54.59 54.59 54.00
R1 54.16 54.16 53.87 54.38
PP 53.18 53.18 53.18 53.28
S1 52.75 52.75 53.61 52.97
S2 51.77 51.77 53.48
S3 50.36 51.34 53.35
S4 48.95 49.93 52.96
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.98 62.94 55.55
R3 61.29 59.25 54.53
R2 57.60 57.60 54.20
R1 55.56 55.56 53.86 54.74
PP 53.91 53.91 53.91 53.50
S1 51.87 51.87 53.18 51.05
S2 50.22 50.22 52.84
S3 46.53 48.18 52.51
S4 42.84 44.49 51.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.86 51.32 3.54 6.6% 0.99 1.8% 68% False False 2,540
10 55.95 51.32 4.63 8.6% 1.34 2.5% 52% False False 3,302
20 57.21 51.11 6.10 11.4% 1.22 2.3% 43% False False 3,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.59
2.618 57.29
1.618 55.88
1.000 55.01
0.618 54.47
HIGH 53.60
0.618 53.06
0.500 52.90
0.382 52.73
LOW 52.19
0.618 51.32
1.000 50.78
1.618 49.91
2.618 48.50
4.250 46.20
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 53.46 53.31
PP 53.18 52.89
S1 52.90 52.46

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

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