NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 38.32 37.54 -0.78 -2.0% 45.83
High 38.95 40.27 1.32 3.4% 47.99
Low 37.22 37.12 -0.10 -0.3% 41.34
Close 37.41 40.18 2.77 7.4% 41.97
Range 1.73 3.15 1.42 82.1% 6.65
ATR 2.91 2.93 0.02 0.6% 0.00
Volume 202,333 219,110 16,777 8.3% 1,178,171
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.64 47.56 41.91
R3 45.49 44.41 41.05
R2 42.34 42.34 40.76
R1 41.26 41.26 40.47 41.80
PP 39.19 39.19 39.19 39.46
S1 38.11 38.11 39.89 38.65
S2 36.04 36.04 39.60
S3 32.89 34.96 39.31
S4 29.74 31.81 38.45
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 43.06 37.12 5.94 14.8% 2.57 6.4% 52% False True 217,653
10 47.99 37.12 10.87 27.1% 2.73 6.8% 28% False True 202,196
20 50.88 37.12 13.76 34.2% 2.83 7.0% 22% False True 151,067
40 56.86 37.12 19.74 49.1% 3.25 8.1% 16% False True 95,369
60 59.57 37.12 22.45 55.9% 3.38 8.4% 14% False True 69,811
80 74.05 37.12 36.93 91.9% 3.54 8.8% 8% False True 54,303
100 105.85 37.12 68.73 171.1% 3.69 9.2% 4% False True 44,326
120 120.30 37.12 83.18 207.0% 3.44 8.6% 4% False True 37,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.66
2.618 48.52
1.618 45.37
1.000 43.42
0.618 42.22
HIGH 40.27
0.618 39.07
0.500 38.70
0.382 38.32
LOW 37.12
0.618 35.17
1.000 33.97
1.618 32.02
2.618 28.87
4.250 23.73
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 39.69 40.09
PP 39.19 40.01
S1 38.70 39.92

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

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