NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 34.75 38.86 4.11 11.8% 37.81
High 39.85 39.50 -0.35 -0.9% 39.85
Low 34.59 36.91 2.32 6.7% 34.13
Close 39.48 38.94 -0.54 -1.4% 38.94
Range 5.26 2.59 -2.67 -50.8% 5.72
ATR 3.53 3.46 -0.07 -1.9% 0.00
Volume 73,864 82,550 8,686 11.8% 591,832
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 46.22 45.17 40.36
R3 43.63 42.58 39.65
R2 41.04 41.04 39.41
R1 39.99 39.99 39.18 40.52
PP 38.45 38.45 38.45 38.71
S1 37.40 37.40 38.70 37.93
S2 35.86 35.86 38.47
S3 33.27 34.81 38.23
S4 30.68 32.22 37.52
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.80 52.59 42.09
R3 49.08 46.87 40.51
R2 43.36 43.36 39.99
R1 41.15 41.15 39.46 42.26
PP 37.64 37.64 37.64 38.19
S1 35.43 35.43 38.42 36.54
S2 31.92 31.92 37.89
S3 26.20 29.71 37.37
S4 20.48 23.99 35.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.85 33.81 6.04 15.5% 3.68 9.5% 85% False False 183,601
10 42.68 33.55 9.13 23.4% 3.55 9.1% 59% False False 265,894
20 48.59 33.55 15.04 38.6% 3.30 8.5% 36% False False 268,483
40 54.74 33.55 21.19 54.4% 3.65 9.4% 25% False False 208,400
60 58.48 33.55 24.93 64.0% 3.77 9.7% 22% False False 153,660
80 73.54 33.55 39.99 102.7% 3.87 9.9% 13% False False 119,234
100 106.03 33.55 72.48 186.1% 4.11 10.6% 7% False False 97,155
120 119.70 33.55 86.15 221.2% 4.11 10.6% 6% False False 81,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.51
2.618 46.28
1.618 43.69
1.000 42.09
0.618 41.10
HIGH 39.50
0.618 38.51
0.500 38.21
0.382 37.90
LOW 36.91
0.618 35.31
1.000 34.32
1.618 32.72
2.618 30.13
4.250 25.90
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 38.70 38.29
PP 38.45 37.64
S1 38.21 36.99

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

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