NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 53.30 54.10 0.80 1.5% 52.80
High 54.41 54.91 0.50 0.9% 54.91
Low 52.95 53.30 0.35 0.7% 52.10
Close 54.41 54.82 0.41 0.8% 54.82
Range 1.46 1.61 0.15 10.3% 2.81
ATR 1.62 1.62 0.00 -0.1% 0.00
Volume 2,123 4,064 1,941 91.4% 12,922
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.17 58.61 55.71
R3 57.56 57.00 55.26
R2 55.95 55.95 55.12
R1 55.39 55.39 54.97 55.67
PP 54.34 54.34 54.34 54.49
S1 53.78 53.78 54.67 54.06
S2 52.73 52.73 54.52
S3 51.12 52.17 54.38
S4 49.51 50.56 53.93
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.37 61.41 56.37
R3 59.56 58.60 55.59
R2 56.75 56.75 55.34
R1 55.79 55.79 55.08 56.27
PP 53.94 53.94 53.94 54.19
S1 52.98 52.98 54.56 53.46
S2 51.13 51.13 54.30
S3 48.32 50.17 54.05
S4 45.51 47.36 53.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.91 52.10 2.81 5.1% 0.88 1.6% 97% True False 2,584
10 56.63 52.10 4.53 8.3% 1.03 1.9% 60% False False 2,839
20 58.00 52.10 5.90 10.8% 1.21 2.2% 46% False False 3,110
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 0.22
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 61.75
2.618 59.12
1.618 57.51
1.000 56.52
0.618 55.90
HIGH 54.91
0.618 54.29
0.500 54.11
0.382 53.92
LOW 53.30
0.618 52.31
1.000 51.69
1.618 50.70
2.618 49.09
4.250 46.46
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 54.58 54.42
PP 54.34 54.02
S1 54.11 53.63

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

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