NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 39.80 41.93 2.13 5.4% 45.06
High 42.60 42.28 -0.32 -0.8% 45.64
Low 39.42 39.95 0.53 1.3% 39.42
Close 42.51 42.17 -0.34 -0.8% 42.17
Range 3.18 2.33 -0.85 -26.7% 6.22
ATR 2.83 2.81 -0.02 -0.7% 0.00
Volume 82,730 97,811 15,081 18.2% 334,622
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 48.46 47.64 43.45
R3 46.13 45.31 42.81
R2 43.80 43.80 42.60
R1 42.98 42.98 42.38 43.39
PP 41.47 41.47 41.47 41.67
S1 40.65 40.65 41.96 41.06
S2 39.14 39.14 41.74
S3 36.81 38.32 41.53
S4 34.48 35.99 40.89
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.07 57.84 45.59
R3 54.85 51.62 43.88
R2 48.63 48.63 43.31
R1 45.40 45.40 42.74 43.91
PP 42.41 42.41 42.41 41.66
S1 39.18 39.18 41.60 37.69
S2 36.19 36.19 41.03
S3 29.97 32.96 40.46
S4 23.75 26.74 38.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.45 39.42 7.03 16.7% 2.95 7.0% 39% False False 83,907
10 50.47 39.42 11.05 26.2% 2.76 6.5% 25% False False 72,643
20 52.34 39.42 12.92 30.6% 2.70 6.4% 21% False False 54,122
40 58.31 39.42 18.89 44.8% 3.00 7.1% 15% False False 36,850
60 59.89 39.42 20.47 48.5% 3.09 7.3% 13% False False 28,535
80 75.10 39.42 35.68 84.6% 3.16 7.5% 8% False False 23,073
100 102.08 39.42 62.66 148.6% 3.00 7.1% 4% False False 19,063
120 117.38 39.42 77.96 184.9% 2.64 6.3% 4% False False 16,225
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 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.18
2.618 48.38
1.618 46.05
1.000 44.61
0.618 43.72
HIGH 42.28
0.618 41.39
0.500 41.12
0.382 40.84
LOW 39.95
0.618 38.51
1.000 37.62
1.618 36.18
2.618 33.85
4.250 30.05
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 41.82 41.78
PP 41.47 41.40
S1 41.12 41.01

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

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