NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 45.83 45.89 0.06 0.1% 46.25
High 47.99 47.72 -0.27 -0.6% 47.10
Low 45.34 43.61 -1.73 -3.8% 43.58
Close 45.84 43.76 -2.08 -4.5% 46.15
Range 2.65 4.11 1.46 55.1% 3.52
ATR 3.07 3.14 0.07 2.4% 0.00
Volume 318,960 192,814 -126,146 -39.5% 521,448
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.36 54.67 46.02
R3 53.25 50.56 44.89
R2 49.14 49.14 44.51
R1 46.45 46.45 44.14 45.74
PP 45.03 45.03 45.03 44.68
S1 42.34 42.34 43.38 41.63
S2 40.92 40.92 43.01
S3 36.81 38.23 42.63
S4 32.70 34.12 41.50
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 47.99 43.58 4.41 10.1% 2.77 6.3% 4% False False 167,148
10 47.99 43.58 4.41 10.1% 2.50 5.7% 4% False False 133,533
20 50.88 43.19 7.69 17.6% 3.06 7.0% 7% False False 108,633
40 56.96 39.82 17.14 39.2% 3.43 7.8% 23% False False 66,388
60 63.00 39.82 23.18 53.0% 3.45 7.9% 17% False False 48,956
80 77.63 39.82 37.81 86.4% 3.66 8.4% 10% False False 38,458
100 111.15 39.82 71.33 163.0% 3.72 8.5% 6% False False 31,544
120 123.58 39.82 83.76 191.4% 3.33 7.6% 5% False False 26,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 65.19
2.618 58.48
1.618 54.37
1.000 51.83
0.618 50.26
HIGH 47.72
0.618 46.15
0.500 45.67
0.382 45.18
LOW 43.61
0.618 41.07
1.000 39.50
1.618 36.96
2.618 32.85
4.250 26.14
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 45.67 45.79
PP 45.03 45.11
S1 44.40 44.44

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

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