NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 42.41 42.40 -0.01 0.0% 45.83
High 43.06 42.89 -0.17 -0.4% 47.99
Low 41.36 41.34 -0.02 0.0% 41.34
Close 42.17 41.97 -0.20 -0.5% 41.97
Range 1.70 1.55 -0.15 -8.8% 6.65
ATR 2.98 2.88 -0.10 -3.4% 0.00
Volume 207,189 247,210 40,021 19.3% 1,178,171
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 46.72 45.89 42.82
R3 45.17 44.34 42.40
R2 43.62 43.62 42.25
R1 42.79 42.79 42.11 42.43
PP 42.07 42.07 42.07 41.89
S1 41.24 41.24 41.83 40.88
S2 40.52 40.52 41.69
S3 38.97 39.69 41.54
S4 37.42 38.14 41.12
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.72 59.49 45.63
R3 57.07 52.84 43.80
R2 50.42 50.42 43.19
R1 46.19 46.19 42.58 44.98
PP 43.77 43.77 43.77 43.16
S1 39.54 39.54 41.36 38.33
S2 37.12 37.12 40.75
S3 30.47 32.89 40.14
S4 23.82 26.24 38.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.99 41.34 6.65 15.8% 2.45 5.8% 9% False True 235,634
10 47.99 41.34 6.65 15.8% 2.30 5.5% 9% False True 169,961
20 50.88 41.34 9.54 22.7% 2.83 6.7% 7% False True 132,906
40 56.86 39.82 17.04 40.6% 3.26 7.8% 13% False False 81,527
60 59.57 39.82 19.75 47.1% 3.36 8.0% 11% False False 59,706
80 77.63 39.82 37.81 90.1% 3.57 8.5% 6% False False 46,558
100 107.00 39.82 67.18 160.1% 3.66 8.7% 3% False False 38,124
120 120.30 39.82 80.48 191.8% 3.37 8.0% 3% False False 32,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 49.48
2.618 46.95
1.618 45.40
1.000 44.44
0.618 43.85
HIGH 42.89
0.618 42.30
0.500 42.12
0.382 41.93
LOW 41.34
0.618 40.38
1.000 39.79
1.618 38.83
2.618 37.28
4.250 34.75
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 42.12 42.89
PP 42.07 42.58
S1 42.02 42.28

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

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