NYMEX Light Sweet Crude Oil Future May 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 40.78 39.80 -0.98 -2.4% 48.60
High 41.56 42.60 1.04 2.5% 50.47
Low 39.52 39.42 -0.10 -0.3% 44.37
Close 39.72 42.51 2.79 7.0% 44.94
Range 2.04 3.18 1.14 55.9% 6.10
ATR 2.80 2.83 0.03 1.0% 0.00
Volume 76,142 82,730 6,588 8.7% 358,005
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.05 49.96 44.26
R3 47.87 46.78 43.38
R2 44.69 44.69 43.09
R1 43.60 43.60 42.80 44.15
PP 41.51 41.51 41.51 41.78
S1 40.42 40.42 42.22 40.97
S2 38.33 38.33 41.93
S3 35.15 37.24 41.64
S4 31.97 34.06 40.76
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.89 61.02 48.30
R3 58.79 54.92 46.62
R2 52.69 52.69 46.06
R1 48.82 48.82 45.50 47.71
PP 46.59 46.59 46.59 46.04
S1 42.72 42.72 44.38 41.61
S2 40.49 40.49 43.82
S3 34.39 36.62 43.26
S4 28.29 30.52 41.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.59 39.42 7.17 16.9% 2.79 6.6% 43% False True 80,194
10 50.47 39.42 11.05 26.0% 2.72 6.4% 28% False True 66,060
20 52.34 39.42 12.92 30.4% 2.72 6.4% 24% False True 51,156
40 58.31 39.42 18.89 44.4% 3.03 7.1% 16% False True 34,616
60 59.89 39.42 20.47 48.2% 3.09 7.3% 15% False True 27,086
80 75.10 39.42 35.68 83.9% 3.13 7.4% 9% False True 21,903
100 106.85 39.42 67.43 158.6% 2.98 7.0% 5% False True 18,110
120 119.50 39.42 80.08 188.4% 2.62 6.2% 4% False True 15,417
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 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.12
2.618 50.93
1.618 47.75
1.000 45.78
0.618 44.57
HIGH 42.60
0.618 41.39
0.500 41.01
0.382 40.63
LOW 39.42
0.618 37.45
1.000 36.24
1.618 34.27
2.618 31.09
4.250 25.91
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 42.01 42.53
PP 41.51 42.52
S1 41.01 42.52

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

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