NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 41.75 40.28 -1.47 -3.5% 46.05
High 42.31 41.17 -1.14 -2.7% 48.59
Low 39.83 39.65 -0.18 -0.5% 40.18
Close 40.08 40.78 0.70 1.7% 41.68
Range 2.48 1.52 -0.96 -38.7% 8.41
ATR 3.77 3.61 -0.16 -4.3% 0.00
Volume 237,726 263,645 25,919 10.9% 1,392,961
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 45.09 44.46 41.62
R3 43.57 42.94 41.20
R2 42.05 42.05 41.06
R1 41.42 41.42 40.92 41.74
PP 40.53 40.53 40.53 40.69
S1 39.90 39.90 40.64 40.22
S2 39.01 39.01 40.50
S3 37.49 38.38 40.36
S4 35.97 36.86 39.94
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.71 63.61 46.31
R3 60.30 55.20 43.99
R2 51.89 51.89 43.22
R1 46.79 46.79 42.45 45.14
PP 43.48 43.48 43.48 42.66
S1 38.38 38.38 40.91 36.73
S2 35.07 35.07 40.14
S3 26.66 29.97 39.37
S4 18.25 21.56 37.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.60 39.65 3.95 9.7% 2.31 5.7% 29% False True 269,416
10 48.59 39.65 8.94 21.9% 3.55 8.7% 13% False True 284,286
20 54.74 39.11 15.63 38.3% 3.60 8.8% 11% False False 240,315
40 55.30 38.00 17.30 42.4% 3.84 9.4% 16% False False 146,181
60 68.06 38.00 30.06 73.7% 3.80 9.3% 9% False False 104,490
80 89.27 38.00 51.27 125.7% 4.09 10.0% 5% False False 81,271
100 111.00 38.00 73.00 179.0% 4.26 10.4% 4% False False 66,380
120 123.30 38.00 85.30 209.2% 4.08 10.0% 3% False False 55,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 47.63
2.618 45.15
1.618 43.63
1.000 42.69
0.618 42.11
HIGH 41.17
0.618 40.59
0.500 40.41
0.382 40.23
LOW 39.65
0.618 38.71
1.000 38.13
1.618 37.19
2.618 35.67
4.250 33.19
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 40.66 41.55
PP 40.53 41.29
S1 40.41 41.04

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

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