NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 45.89 44.31 -1.58 -3.4% 46.25
High 47.72 44.44 -3.28 -6.9% 47.10
Low 43.61 42.22 -1.39 -3.2% 43.58
Close 43.76 42.47 -1.29 -2.9% 46.15
Range 4.11 2.22 -1.89 -46.0% 3.52
ATR 3.14 3.08 -0.07 -2.1% 0.00
Volume 192,814 211,998 19,184 9.9% 521,448
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.70 48.31 43.69
R3 47.48 46.09 43.08
R2 45.26 45.26 42.88
R1 43.87 43.87 42.67 43.46
PP 43.04 43.04 43.04 42.84
S1 41.65 41.65 42.27 41.24
S2 40.82 40.82 42.06
S3 38.60 39.43 41.86
S4 36.38 37.21 41.25
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 42.22 5.77 13.6% 2.90 6.8% 4% False True 186,738
10 47.99 42.22 5.77 13.6% 2.43 5.7% 4% False True 143,103
20 50.88 42.22 8.66 20.4% 3.01 7.1% 3% False True 116,838
40 56.96 39.82 17.14 40.4% 3.40 8.0% 15% False False 71,053
60 62.61 39.82 22.79 53.7% 3.42 8.0% 12% False False 52,395
80 77.63 39.82 37.81 89.0% 3.62 8.5% 7% False False 41,055
100 111.15 39.82 71.33 168.0% 3.71 8.7% 4% False False 33,633
120 123.58 39.82 83.76 197.2% 3.35 7.9% 3% False False 28,350
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.88
2.618 50.25
1.618 48.03
1.000 46.66
0.618 45.81
HIGH 44.44
0.618 43.59
0.500 43.33
0.382 43.07
LOW 42.22
0.618 40.85
1.000 40.00
1.618 38.63
2.618 36.41
4.250 32.79
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 43.33 45.11
PP 43.04 44.23
S1 42.76 43.35

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

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