NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 53.05 50.12 -2.93 -5.5% 55.82
High 53.05 50.12 -2.93 -5.5% 55.92
Low 51.36 47.89 -3.47 -6.8% 51.36
Close 51.74 48.03 -3.71 -7.2% 51.74
Range 1.69 2.23 0.54 32.0% 4.56
ATR 1.58 1.74 0.16 10.3% 0.00
Volume 4,196 4,693 497 11.8% 15,721
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.37 53.93 49.26
R3 53.14 51.70 48.64
R2 50.91 50.91 48.44
R1 49.47 49.47 48.23 49.08
PP 48.68 48.68 48.68 48.48
S1 47.24 47.24 47.83 46.85
S2 46.45 46.45 47.62
S3 44.22 45.01 47.42
S4 41.99 42.78 46.80
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.69 63.77 54.25
R3 62.13 59.21 52.99
R2 57.57 57.57 52.58
R1 54.65 54.65 52.16 53.83
PP 53.01 53.01 53.01 52.60
S1 50.09 50.09 51.32 49.27
S2 48.45 48.45 50.90
S3 43.89 45.53 50.49
S4 39.33 40.97 49.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.92 47.89 8.03 16.7% 1.69 3.5% 2% False True 3,345
10 55.92 47.89 8.03 16.7% 1.36 2.8% 2% False True 3,033
20 56.63 47.89 8.74 18.2% 1.27 2.6% 2% False True 3,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.60
2.618 55.96
1.618 53.73
1.000 52.35
0.618 51.50
HIGH 50.12
0.618 49.27
0.500 49.01
0.382 48.74
LOW 47.89
0.618 46.51
1.000 45.66
1.618 44.28
2.618 42.05
4.250 38.41
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 49.01 50.60
PP 48.68 49.74
S1 48.36 48.89

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

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