NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 45.76 47.25 1.49 3.3% 44.34
High 48.83 48.32 -0.51 -1.0% 46.30
Low 44.97 45.33 0.36 0.8% 39.44
Close 47.07 45.71 -1.36 -2.9% 45.52
Range 3.86 2.99 -0.87 -22.5% 6.86
ATR 3.18 3.17 -0.01 -0.4% 0.00
Volume 306,347 390,590 84,243 27.5% 1,309,303
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.42 53.56 47.35
R3 52.43 50.57 46.53
R2 49.44 49.44 46.26
R1 47.58 47.58 45.98 47.02
PP 46.45 46.45 46.45 46.17
S1 44.59 44.59 45.44 44.03
S2 43.46 43.46 45.16
S3 40.47 41.60 44.89
S4 37.48 38.61 44.07
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.33 61.79 49.29
R3 57.47 54.93 47.41
R2 50.61 50.61 46.78
R1 48.07 48.07 46.15 49.34
PP 43.75 43.75 43.75 44.39
S1 41.21 41.21 44.89 42.48
S2 36.89 36.89 44.26
S3 30.03 34.35 43.63
S4 23.17 27.49 41.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.83 41.04 7.79 17.0% 3.45 7.6% 60% False False 297,285
10 48.83 39.40 9.43 20.6% 3.34 7.3% 67% False False 285,505
20 48.83 37.12 11.71 25.6% 3.06 6.7% 73% False False 258,241
40 50.88 37.12 13.76 30.1% 3.02 6.6% 62% False False 179,538
60 56.96 37.12 19.84 43.4% 3.33 7.3% 43% False False 127,659
80 63.12 37.12 26.00 56.9% 3.35 7.3% 33% False False 98,922
100 80.94 37.12 43.82 95.9% 3.54 7.7% 20% False False 80,514
120 111.15 37.12 74.03 162.0% 3.61 7.9% 12% False False 67,742
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.03
2.618 56.15
1.618 53.16
1.000 51.31
0.618 50.17
HIGH 48.32
0.618 47.18
0.500 46.83
0.382 46.47
LOW 45.33
0.618 43.48
1.000 42.34
1.618 40.49
2.618 37.50
4.250 32.62
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 46.83 46.14
PP 46.45 46.00
S1 46.08 45.85

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

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