NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 41.38 45.42 4.04 9.8% 39.73
High 45.76 45.70 -0.06 -0.1% 45.30
Low 41.04 42.86 1.82 4.4% 37.65
Close 45.38 43.61 -1.77 -3.9% 44.76
Range 4.72 2.84 -1.88 -39.8% 7.65
ATR 3.17 3.15 -0.02 -0.8% 0.00
Volume 241,537 319,761 78,224 32.4% 1,379,531
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 52.58 50.93 45.17
R3 49.74 48.09 44.39
R2 46.90 46.90 44.13
R1 45.25 45.25 43.87 44.66
PP 44.06 44.06 44.06 43.76
S1 42.41 42.41 43.35 41.82
S2 41.22 41.22 43.09
S3 38.38 39.57 42.83
S4 35.54 36.73 42.05
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 65.52 62.79 48.97
R3 57.87 55.14 46.86
R2 50.22 50.22 46.16
R1 47.49 47.49 45.46 48.86
PP 42.57 42.57 42.57 43.25
S1 39.84 39.84 44.06 41.21
S2 34.92 34.92 43.36
S3 27.27 32.19 42.66
S4 19.62 24.54 40.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.76 39.44 6.32 14.5% 3.44 7.9% 66% False False 273,662
10 45.76 37.54 8.22 18.8% 3.24 7.4% 74% False False 274,662
20 47.99 37.12 10.87 24.9% 2.98 6.8% 60% False False 238,429
40 55.58 37.12 18.46 42.3% 3.06 7.0% 35% False False 159,667
60 56.96 37.12 19.84 45.5% 3.32 7.6% 33% False False 113,365
80 68.86 37.12 31.74 72.8% 3.35 7.7% 20% False False 87,606
100 86.45 37.12 49.33 113.1% 3.59 8.2% 13% False False 71,406
120 111.15 37.12 74.03 169.8% 3.57 8.2% 9% False False 60,085
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.77
2.618 53.14
1.618 50.30
1.000 48.54
0.618 47.46
HIGH 45.70
0.618 44.62
0.500 44.28
0.382 43.94
LOW 42.86
0.618 41.10
1.000 40.02
1.618 38.26
2.618 35.42
4.250 30.79
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 44.28 43.27
PP 44.06 42.94
S1 43.83 42.60

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

View Archives - Comment on this page... - Back to Index of Symbols