NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 42.08 38.32 -3.76 -8.9% 45.83
High 42.72 38.95 -3.77 -8.8% 47.99
Low 38.01 37.22 -0.79 -2.1% 41.34
Close 38.54 37.41 -1.13 -2.9% 41.97
Range 4.71 1.73 -2.98 -63.3% 6.65
ATR 3.01 2.91 -0.09 -3.0% 0.00
Volume 212,427 202,333 -10,094 -4.8% 1,178,171
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 43.05 41.96 38.36
R3 41.32 40.23 37.89
R2 39.59 39.59 37.73
R1 38.50 38.50 37.57 38.18
PP 37.86 37.86 37.86 37.70
S1 36.77 36.77 37.25 36.45
S2 36.13 36.13 37.09
S3 34.40 35.04 36.93
S4 32.67 33.31 36.46
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 44.44 37.22 7.22 19.3% 2.38 6.4% 3% False True 216,231
10 47.99 37.22 10.77 28.8% 2.58 6.9% 2% False True 191,689
20 50.88 37.22 13.66 36.5% 2.83 7.6% 1% False True 146,795
40 56.86 37.22 19.64 52.5% 3.22 8.6% 1% False True 90,691
60 59.57 37.22 22.35 59.7% 3.41 9.1% 1% False True 66,408
80 74.05 37.22 36.83 98.4% 3.53 9.4% 1% False True 51,652
100 105.85 37.22 68.63 183.5% 3.67 9.8% 0% False True 42,163
120 120.30 37.22 83.08 222.1% 3.41 9.1% 0% False True 35,561
Crabel Price Patterns
NR True
NR4 False
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.30
2.618 43.48
1.618 41.75
1.000 40.68
0.618 40.02
HIGH 38.95
0.618 38.29
0.500 38.09
0.382 37.88
LOW 37.22
0.618 36.15
1.000 35.49
1.618 34.42
2.618 32.69
4.250 29.87
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 38.09 40.06
PP 37.86 39.17
S1 37.64 38.29

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

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