NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 46.04 46.25 0.21 0.5% 48.97
High 47.86 46.56 -1.30 -2.7% 50.88
Low 45.47 43.83 -1.64 -3.6% 44.55
Close 46.13 43.92 -2.21 -4.8% 46.13
Range 2.39 2.73 0.34 14.2% 6.33
ATR 3.50 3.45 -0.06 -1.6% 0.00
Volume 90,778 80,703 -10,075 -11.1% 460,206
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.96 51.17 45.42
R3 50.23 48.44 44.67
R2 47.50 47.50 44.42
R1 45.71 45.71 44.17 45.24
PP 44.77 44.77 44.77 44.54
S1 42.98 42.98 43.67 42.51
S2 42.04 42.04 43.42
S3 39.31 40.25 43.17
S4 36.58 37.52 42.42
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.18 62.48 49.61
R3 59.85 56.15 47.87
R2 53.52 53.52 47.29
R1 49.82 49.82 46.71 48.51
PP 47.19 47.19 47.19 46.53
S1 43.49 43.49 45.55 42.18
S2 40.86 40.86 44.97
S3 34.53 37.16 44.39
S4 28.20 30.83 42.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.85 43.83 6.02 13.7% 3.05 7.0% 1% False True 93,746
10 50.88 43.19 7.69 17.5% 3.37 7.7% 9% False False 97,072
20 56.86 43.19 13.67 31.1% 3.36 7.7% 5% False False 71,417
40 56.96 39.82 17.14 39.0% 3.60 8.2% 24% False False 46,133
60 72.78 39.82 32.96 75.0% 3.57 8.1% 12% False False 33,845
80 89.50 39.82 49.68 113.1% 3.80 8.7% 8% False False 26,903
100 111.15 39.82 71.33 162.4% 3.69 8.4% 6% False False 22,147
120 123.58 39.82 83.76 190.7% 3.24 7.4% 5% False False 18,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.16
2.618 53.71
1.618 50.98
1.000 49.29
0.618 48.25
HIGH 46.56
0.618 45.52
0.500 45.20
0.382 44.87
LOW 43.83
0.618 42.14
1.000 41.10
1.618 39.41
2.618 36.68
4.250 32.23
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 45.20 45.85
PP 44.77 45.20
S1 44.35 44.56

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

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