NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 39.88 39.76 -0.12 -0.3% 41.75
High 42.43 41.80 -0.63 -1.5% 42.68
Low 39.42 37.35 -2.07 -5.3% 38.60
Close 39.56 37.55 -2.01 -5.1% 40.17
Range 3.01 4.45 1.44 47.8% 4.08
ATR 3.40 3.48 0.07 2.2% 0.00
Volume 518,381 317,497 -200,884 -38.8% 1,229,922
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.25 49.35 40.00
R3 47.80 44.90 38.77
R2 43.35 43.35 38.37
R1 40.45 40.45 37.96 39.68
PP 38.90 38.90 38.90 38.51
S1 36.00 36.00 37.14 35.23
S2 34.45 34.45 36.73
S3 30.00 31.55 36.33
S4 25.55 27.10 35.10
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.72 50.53 42.41
R3 48.64 46.45 41.29
R2 44.56 44.56 40.92
R1 42.37 42.37 40.54 41.43
PP 40.48 40.48 40.48 40.01
S1 38.29 38.29 39.80 37.35
S2 36.40 36.40 39.42
S3 32.32 34.21 39.05
S4 28.24 30.13 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 37.35 5.33 14.2% 3.10 8.3% 4% False True 312,885
10 43.60 37.35 6.25 16.6% 2.71 7.2% 3% False True 291,150
20 48.59 37.35 11.24 29.9% 3.46 9.2% 2% False True 280,775
40 55.30 37.35 17.95 47.8% 3.74 10.0% 1% False True 178,067
60 61.86 37.35 24.51 65.3% 3.75 10.0% 1% False True 129,379
80 77.08 37.35 39.73 105.8% 3.98 10.6% 1% False True 100,282
100 111.00 37.35 73.65 196.1% 4.21 11.2% 0% False True 81,778
120 123.30 37.35 85.95 228.9% 4.09 10.9% 0% False True 68,824
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 0.93
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 60.71
2.618 53.45
1.618 49.00
1.000 46.25
0.618 44.55
HIGH 41.80
0.618 40.10
0.500 39.58
0.382 39.05
LOW 37.35
0.618 34.60
1.000 32.90
1.618 30.15
2.618 25.70
4.250 18.44
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 39.58 40.02
PP 38.90 39.19
S1 38.23 38.37

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

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