NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 50.40 48.70 -1.70 -3.4% 50.55
High 51.93 49.10 -2.83 -5.4% 51.07
Low 48.28 47.48 -0.80 -1.7% 47.35
Close 48.41 47.83 -0.58 -1.2% 50.39
Range 3.65 1.62 -2.03 -55.6% 3.72
ATR 2.82 2.74 -0.09 -3.0% 0.00
Volume 34,519 36,511 1,992 5.8% 143,253
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.00 52.03 48.72
R3 51.38 50.41 48.28
R2 49.76 49.76 48.13
R1 48.79 48.79 47.98 48.47
PP 48.14 48.14 48.14 47.97
S1 47.17 47.17 47.68 46.85
S2 46.52 46.52 47.53
S3 44.90 45.55 47.38
S4 43.28 43.93 46.94
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.76 59.30 52.44
R3 57.04 55.58 51.41
R2 53.32 53.32 51.07
R1 51.86 51.86 50.73 50.73
PP 49.60 49.60 49.60 49.04
S1 48.14 48.14 50.05 47.01
S2 45.88 45.88 49.71
S3 42.16 44.42 49.37
S4 38.44 40.70 48.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.93 47.48 4.45 9.3% 2.49 5.2% 8% False True 35,005
10 51.93 47.35 4.58 9.6% 2.18 4.6% 10% False False 32,172
20 53.60 46.95 6.65 13.9% 2.63 5.5% 13% False False 33,350
40 59.66 42.51 17.15 35.9% 3.01 6.3% 31% False False 27,495
60 65.00 42.51 22.49 47.0% 3.16 6.6% 24% False False 24,777
80 78.60 42.51 36.09 75.5% 3.39 7.1% 15% False False 22,182
100 109.98 42.51 67.47 141.1% 3.52 7.4% 8% False False 19,584
120 123.85 42.51 81.34 170.1% 3.43 7.2% 7% False False 17,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.56
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.99
2.618 53.34
1.618 51.72
1.000 50.72
0.618 50.10
HIGH 49.10
0.618 48.48
0.500 48.29
0.382 48.10
LOW 47.48
0.618 46.48
1.000 45.86
1.618 44.86
2.618 43.24
4.250 40.60
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 48.29 49.71
PP 48.14 49.08
S1 47.98 48.46

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

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