NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 38.15 35.92 -2.23 -5.8% 41.75
High 38.47 36.25 -2.22 -5.8% 42.68
Low 35.65 33.55 -2.10 -5.9% 38.60
Close 35.94 33.98 -1.96 -5.5% 40.17
Range 2.82 2.70 -0.12 -4.3% 4.08
ATR 3.43 3.38 -0.05 -1.5% 0.00
Volume 359,674 315,650 -44,024 -12.2% 1,229,922
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 42.69 41.04 35.47
R3 39.99 38.34 34.72
R2 37.29 37.29 34.48
R1 35.64 35.64 34.23 35.12
PP 34.59 34.59 34.59 34.33
S1 32.94 32.94 33.73 32.42
S2 31.89 31.89 33.49
S3 29.19 30.24 33.24
S4 26.49 27.54 32.50
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 33.55 9.13 26.9% 3.41 10.0% 5% False True 348,187
10 43.44 33.55 9.89 29.1% 2.75 8.1% 4% False True 298,697
20 48.59 33.55 15.04 44.3% 3.40 10.0% 3% False True 293,667
40 54.74 33.55 21.19 62.4% 3.65 10.7% 2% False True 192,127
60 61.11 33.55 27.56 81.1% 3.72 10.9% 2% False True 140,153
80 77.08 33.55 43.53 128.1% 3.94 11.6% 1% False True 108,424
100 111.00 33.55 77.45 227.9% 4.17 12.3% 1% False True 88,368
120 121.90 33.55 88.35 260.0% 4.09 12.1% 0% False True 74,417
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0.85
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.73
2.618 43.32
1.618 40.62
1.000 38.95
0.618 37.92
HIGH 36.25
0.618 35.22
0.500 34.90
0.382 34.58
LOW 33.55
0.618 31.88
1.000 30.85
1.618 29.18
2.618 26.48
4.250 22.08
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 34.90 37.68
PP 34.59 36.44
S1 34.29 35.21

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

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