NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 44.20 45.56 1.36 3.1% 46.25
High 45.81 47.10 1.29 2.8% 47.10
Low 43.83 43.58 -0.25 -0.6% 43.58
Close 45.76 46.15 0.39 0.9% 46.15
Range 1.98 3.52 1.54 77.8% 3.52
ATR 3.07 3.10 0.03 1.1% 0.00
Volume 106,118 103,804 -2,314 -2.2% 521,448
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.17 54.68 48.09
R3 52.65 51.16 47.12
R2 49.13 49.13 46.80
R1 47.64 47.64 46.47 48.39
PP 45.61 45.61 45.61 45.98
S1 44.12 44.12 45.83 44.87
S2 42.09 42.09 45.50
S3 38.57 40.60 45.18
S4 35.05 37.08 44.21
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.17 54.68 48.09
R3 52.65 51.16 47.12
R2 49.13 49.13 46.80
R1 47.64 47.64 46.47 46.63
PP 45.61 45.61 45.61 45.10
S1 44.12 44.12 45.83 43.11
S2 42.09 42.09 45.50
S3 38.57 40.60 45.18
S4 35.05 37.08 44.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.10 43.58 3.52 7.6% 2.15 4.7% 73% True True 104,289
10 50.88 43.58 7.30 15.8% 2.62 5.7% 35% False True 98,165
20 50.88 43.19 7.69 16.7% 2.99 6.5% 38% False False 87,024
40 56.96 39.82 17.14 37.1% 3.49 7.6% 37% False False 54,892
60 65.00 39.82 25.18 54.6% 3.45 7.5% 25% False False 40,617
80 86.45 39.82 46.63 101.0% 3.70 8.0% 14% False False 32,140
100 111.15 39.82 71.33 154.6% 3.69 8.0% 9% False False 26,469
120 123.58 39.82 83.76 181.5% 3.28 7.1% 8% False False 22,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.06
2.618 56.32
1.618 52.80
1.000 50.62
0.618 49.28
HIGH 47.10
0.618 45.76
0.500 45.34
0.382 44.92
LOW 43.58
0.618 41.40
1.000 40.06
1.618 37.88
2.618 34.36
4.250 28.62
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 45.88 45.88
PP 45.61 45.61
S1 45.34 45.34

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

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