NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 48.21 46.84 -1.37 -2.8% 54.82
High 48.21 46.84 -1.37 -2.8% 55.40
Low 46.98 45.06 -1.92 -4.1% 50.57
Close 47.25 45.20 -2.05 -4.3% 50.96
Range 1.23 1.78 0.55 44.7% 4.83
ATR 1.69 1.73 0.04 2.1% 0.00
Volume 6,096 5,281 -815 -13.4% 21,716
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.04 49.90 46.18
R3 49.26 48.12 45.69
R2 47.48 47.48 45.53
R1 46.34 46.34 45.36 46.02
PP 45.70 45.70 45.70 45.54
S1 44.56 44.56 45.04 44.24
S2 43.92 43.92 44.87
S3 42.14 42.78 44.71
S4 40.36 41.00 44.22
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.80 63.71 53.62
R3 61.97 58.88 52.29
R2 57.14 57.14 51.85
R1 54.05 54.05 51.40 53.18
PP 52.31 52.31 52.31 51.88
S1 49.22 49.22 50.52 48.35
S2 47.48 47.48 50.07
S3 42.65 44.39 49.63
S4 37.82 39.56 48.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.70 45.06 7.64 16.9% 1.19 2.6% 2% False True 4,943
10 55.40 45.06 10.34 22.9% 1.46 3.2% 1% False True 4,205
20 55.95 45.06 10.89 24.1% 1.40 3.1% 1% False True 3,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.41
2.618 51.50
1.618 49.72
1.000 48.62
0.618 47.94
HIGH 46.84
0.618 46.16
0.500 45.95
0.382 45.74
LOW 45.06
0.618 43.96
1.000 43.28
1.618 42.18
2.618 40.40
4.250 37.50
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 45.95 48.61
PP 45.70 47.47
S1 45.45 46.34

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

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