NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 38.10 39.92 1.82 4.8% 42.08
High 40.13 42.83 2.70 6.7% 42.72
Low 37.65 39.40 1.75 4.6% 37.12
Close 39.96 42.50 2.54 6.4% 40.03
Range 2.48 3.43 0.95 38.3% 5.60
ATR 2.93 2.96 0.04 1.2% 0.00
Volume 285,905 238,187 -47,718 -16.7% 919,849
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.87 50.61 44.39
R3 48.44 47.18 43.44
R2 45.01 45.01 43.13
R1 43.75 43.75 42.81 44.38
PP 41.58 41.58 41.58 41.89
S1 40.32 40.32 42.19 40.95
S2 38.15 38.15 41.87
S3 34.72 36.89 41.56
S4 31.29 33.46 40.61
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 56.76 53.99 43.11
R3 51.16 48.39 41.57
R2 45.56 45.56 41.06
R1 42.79 42.79 40.54 41.38
PP 39.96 39.96 39.96 39.25
S1 37.19 37.19 39.52 35.78
S2 34.36 34.36 39.00
S3 28.76 31.59 38.49
S4 23.16 25.99 36.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.83 37.12 5.71 13.4% 3.05 7.2% 94% True False 254,798
10 44.44 37.12 7.32 17.2% 2.72 6.4% 73% False False 235,514
20 47.99 37.12 10.87 25.6% 2.61 6.1% 49% False False 184,524
40 56.86 37.12 19.74 46.4% 3.23 7.6% 27% False False 119,922
60 59.57 37.12 22.45 52.8% 3.31 7.8% 24% False False 86,535
80 74.05 37.12 36.93 86.9% 3.50 8.2% 15% False False 67,144
100 99.14 37.12 62.02 145.9% 3.62 8.5% 9% False False 54,731
120 112.27 37.12 75.15 176.8% 3.44 8.1% 7% False False 46,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.41
2.618 51.81
1.618 48.38
1.000 46.26
0.618 44.95
HIGH 42.83
0.618 41.52
0.500 41.12
0.382 40.71
LOW 39.40
0.618 37.28
1.000 35.97
1.618 33.85
2.618 30.42
4.250 24.82
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 42.04 41.75
PP 41.58 40.99
S1 41.12 40.24

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

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