NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 42.73 47.21 4.48 10.5% 45.76
High 47.22 48.14 0.92 1.9% 48.83
Low 42.51 45.60 3.09 7.3% 42.08
Close 47.03 46.25 -0.78 -1.7% 46.25
Range 4.71 2.54 -2.17 -46.1% 6.75
ATR 3.34 3.29 -0.06 -1.7% 0.00
Volume 339,876 316,566 -23,310 -6.9% 1,642,536
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 54.28 52.81 47.65
R3 51.74 50.27 46.95
R2 49.20 49.20 46.72
R1 47.73 47.73 46.48 47.20
PP 46.66 46.66 46.66 46.40
S1 45.19 45.19 46.02 44.66
S2 44.12 44.12 45.78
S3 41.58 42.65 45.55
S4 39.04 40.11 44.85
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.97 62.86 49.96
R3 59.22 56.11 48.11
R2 52.47 52.47 47.49
R1 49.36 49.36 46.87 50.92
PP 45.72 45.72 45.72 46.50
S1 42.61 42.61 45.63 44.17
S2 38.97 38.97 45.01
S3 32.22 35.86 44.39
S4 25.47 29.11 42.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.83 42.08 6.75 14.6% 3.61 7.8% 62% False False 328,507
10 48.83 39.44 9.39 20.3% 3.58 7.7% 73% False False 295,183
20 48.83 37.12 11.71 25.3% 3.22 7.0% 78% False False 274,921
40 50.88 37.12 13.76 29.8% 3.09 6.7% 66% False False 199,690
60 56.86 37.12 19.74 42.7% 3.28 7.1% 46% False False 142,130
80 61.77 37.12 24.65 53.3% 3.35 7.2% 37% False False 110,533
100 77.63 37.12 40.51 87.6% 3.52 7.6% 23% False False 89,807
120 111.15 37.12 74.03 160.1% 3.61 7.8% 12% False False 75,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 58.94
2.618 54.79
1.618 52.25
1.000 50.68
0.618 49.71
HIGH 48.14
0.618 47.17
0.500 46.87
0.382 46.57
LOW 45.60
0.618 44.03
1.000 43.06
1.618 41.49
2.618 38.95
4.250 34.81
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 46.87 45.87
PP 46.66 45.49
S1 46.46 45.11

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

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