NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 49.00 47.64 -1.36 -2.8% 50.12
High 49.41 48.98 -0.43 -0.9% 50.12
Low 47.00 47.64 0.64 1.4% 45.87
Close 47.79 48.98 1.19 2.5% 48.12
Range 2.41 1.34 -1.07 -44.4% 4.25
ATR 1.90 1.86 -0.04 -2.1% 0.00
Volume 2,526 4,301 1,775 70.3% 16,694
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.55 52.11 49.72
R3 51.21 50.77 49.35
R2 49.87 49.87 49.23
R1 49.43 49.43 49.10 49.65
PP 48.53 48.53 48.53 48.65
S1 48.09 48.09 48.86 48.31
S2 47.19 47.19 48.73
S3 45.85 46.75 48.61
S4 44.51 45.41 48.24
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.79 58.70 50.46
R3 56.54 54.45 49.29
R2 52.29 52.29 48.90
R1 50.20 50.20 48.51 49.12
PP 48.04 48.04 48.04 47.50
S1 45.95 45.95 47.73 44.87
S2 43.79 43.79 47.34
S3 39.54 41.70 46.95
S4 35.29 37.45 45.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.41 45.87 3.54 7.2% 1.79 3.7% 88% False False 3,765
10 55.92 45.87 10.05 20.5% 1.74 3.6% 31% False False 3,555
20 55.92 45.87 10.05 20.5% 1.36 2.8% 31% False False 3,170
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.68
2.618 52.49
1.618 51.15
1.000 50.32
0.618 49.81
HIGH 48.98
0.618 48.47
0.500 48.31
0.382 48.15
LOW 47.64
0.618 46.81
1.000 46.30
1.618 45.47
2.618 44.13
4.250 41.95
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 48.76 48.68
PP 48.53 48.38
S1 48.31 48.08

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

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