NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 43.36 43.58 0.22 0.5% 46.78
High 43.70 45.20 1.50 3.4% 47.26
Low 41.46 42.18 0.72 1.7% 40.85
Close 43.56 42.86 -0.70 -1.6% 43.56
Range 2.24 3.02 0.78 34.8% 6.41
ATR 2.76 2.78 0.02 0.7% 0.00
Volume 49,460 36,219 -13,241 -26.8% 190,530
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.47 50.69 44.52
R3 49.45 47.67 43.69
R2 46.43 46.43 43.41
R1 44.65 44.65 43.14 44.03
PP 43.41 43.41 43.41 43.11
S1 41.63 41.63 42.58 41.01
S2 40.39 40.39 42.31
S3 37.37 38.61 42.03
S4 34.35 35.59 41.20
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 63.12 59.75 47.09
R3 56.71 53.34 45.32
R2 50.30 50.30 44.74
R1 46.93 46.93 44.15 45.41
PP 43.89 43.89 43.89 43.13
S1 40.52 40.52 42.97 39.00
S2 37.48 37.48 42.38
S3 31.07 34.11 41.80
S4 24.66 27.70 40.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.26 40.85 6.41 15.0% 3.17 7.4% 31% False False 45,349
10 51.93 40.85 11.08 25.9% 2.69 6.3% 18% False False 43,277
20 53.37 40.85 12.52 29.2% 2.51 5.9% 16% False False 36,989
40 59.66 40.85 18.81 43.9% 2.92 6.8% 11% False False 30,823
60 61.33 40.85 20.48 47.8% 3.07 7.2% 10% False False 28,237
80 76.00 40.85 35.15 82.0% 3.30 7.7% 6% False False 24,761
100 102.10 40.85 61.25 142.9% 3.40 7.9% 3% False False 22,192
120 114.10 40.85 73.25 170.9% 3.43 8.0% 3% False False 19,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.04
2.618 53.11
1.618 50.09
1.000 48.22
0.618 47.07
HIGH 45.20
0.618 44.05
0.500 43.69
0.382 43.33
LOW 42.18
0.618 40.31
1.000 39.16
1.618 37.29
2.618 34.27
4.250 29.35
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 43.69 43.03
PP 43.41 42.97
S1 43.14 42.92

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

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