NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 44.08 44.21 0.13 0.3% 48.97
High 44.72 45.33 0.61 1.4% 50.88
Low 43.76 43.75 -0.01 0.0% 44.55
Close 44.04 44.24 0.20 0.5% 46.13
Range 0.96 1.58 0.62 64.6% 6.33
ATR 3.27 3.15 -0.12 -3.7% 0.00
Volume 116,779 114,044 -2,735 -2.3% 460,206
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.18 48.29 45.11
R3 47.60 46.71 44.67
R2 46.02 46.02 44.53
R1 45.13 45.13 44.38 45.58
PP 44.44 44.44 44.44 44.66
S1 43.55 43.55 44.10 44.00
S2 42.86 42.86 43.95
S3 41.28 41.97 43.81
S4 39.70 40.39 43.37
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 47.86 43.75 4.11 9.3% 1.96 4.4% 12% False True 99,467
10 50.88 43.48 7.40 16.7% 2.93 6.6% 10% False False 99,937
20 55.58 43.19 12.39 28.0% 3.14 7.1% 8% False False 80,905
40 56.96 39.82 17.14 38.7% 3.49 7.9% 26% False False 50,833
60 68.86 39.82 29.04 65.6% 3.47 7.8% 15% False False 37,332
80 86.45 39.82 46.63 105.4% 3.74 8.4% 9% False False 29,650
100 111.15 39.82 71.33 161.2% 3.68 8.3% 6% False False 24,416
120 123.58 39.82 83.76 189.3% 3.24 7.3% 5% False False 20,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.05
2.618 49.47
1.618 47.89
1.000 46.91
0.618 46.31
HIGH 45.33
0.618 44.73
0.500 44.54
0.382 44.35
LOW 43.75
0.618 42.77
1.000 42.17
1.618 41.19
2.618 39.61
4.250 37.04
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 44.54 45.16
PP 44.44 44.85
S1 44.34 44.55

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

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