NYMEX Light Sweet Crude Oil Future July 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 44.46 44.93 0.47 1.1% 48.62
High 45.00 46.36 1.36 3.0% 48.65
Low 42.80 43.42 0.62 1.4% 42.19
Close 44.76 44.16 -0.60 -1.3% 44.76
Range 2.20 2.94 0.74 33.6% 6.46
ATR 2.67 2.69 0.02 0.7% 0.00
Volume 18,771 12,022 -6,749 -36.0% 76,469
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.47 51.75 45.78
R3 50.53 48.81 44.97
R2 47.59 47.59 44.70
R1 45.87 45.87 44.43 45.26
PP 44.65 44.65 44.65 44.34
S1 42.93 42.93 43.89 42.32
S2 41.71 41.71 43.62
S3 38.77 39.99 43.35
S4 35.83 37.05 42.54
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.58 61.13 48.31
R3 58.12 54.67 46.54
R2 51.66 51.66 45.94
R1 48.21 48.21 45.35 46.71
PP 45.20 45.20 45.20 44.45
S1 41.75 41.75 44.17 40.25
S2 38.74 38.74 43.58
S3 32.28 35.29 42.98
S4 25.82 28.83 41.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.65 42.19 6.46 14.6% 3.14 7.1% 30% False False 17,698
10 53.21 42.19 11.02 25.0% 2.63 6.0% 18% False False 16,313
20 54.24 42.19 12.05 27.3% 2.38 5.4% 16% False False 14,203
40 60.72 42.19 18.53 42.0% 2.74 6.2% 11% False False 12,363
60 61.20 42.19 19.01 43.0% 2.81 6.4% 10% False False 10,283
80 76.25 42.19 34.06 77.1% 2.69 6.1% 6% False False 8,461
100 102.25 42.19 60.06 136.0% 2.48 5.6% 3% False False 7,294
120 113.84 42.19 71.65 162.3% 2.24 5.1% 3% False False 6,199
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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.86
2.618 54.06
1.618 51.12
1.000 49.30
0.618 48.18
HIGH 46.36
0.618 45.24
0.500 44.89
0.382 44.54
LOW 43.42
0.618 41.60
1.000 40.48
1.618 38.66
2.618 35.72
4.250 30.93
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 44.89 44.28
PP 44.65 44.24
S1 44.40 44.20

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

View Archives - Comment on this page... - Back to Index of Symbols