NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 52.50 52.51 0.01 0.0% 51.80
High 53.16 53.96 0.80 1.5% 53.16
Low 50.61 52.00 1.39 2.7% 49.69
Close 52.63 52.48 -0.15 -0.3% 52.63
Range 2.55 1.96 -0.59 -23.1% 3.47
ATR 2.04 2.04 -0.01 -0.3% 0.00
Volume 6,683 8,903 2,220 33.2% 30,414
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 58.69 57.55 53.56
R3 56.73 55.59 53.02
R2 54.77 54.77 52.84
R1 53.63 53.63 52.66 53.22
PP 52.81 52.81 52.81 52.61
S1 51.67 51.67 52.30 51.26
S2 50.85 50.85 52.12
S3 48.89 49.71 51.94
S4 46.93 47.75 51.40
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 62.24 60.90 54.54
R3 58.77 57.43 53.58
R2 55.30 55.30 53.27
R1 53.96 53.96 52.95 54.63
PP 51.83 51.83 51.83 52.16
S1 50.49 50.49 52.31 51.16
S2 48.36 48.36 51.99
S3 44.89 47.02 51.68
S4 41.42 43.55 50.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.96 49.76 4.20 8.0% 1.53 2.9% 65% True False 6,609
10 53.96 49.69 4.27 8.1% 1.70 3.2% 65% True False 6,621
20 56.29 49.28 7.01 13.4% 1.86 3.5% 46% False False 6,115
40 60.48 44.75 15.73 30.0% 1.71 3.2% 49% False False 4,582
60 65.27 44.75 20.52 39.1% 1.44 2.8% 38% False False 3,822
80 79.03 44.75 34.28 65.3% 1.50 2.9% 23% False False 3,299
100 109.67 44.75 64.92 123.7% 1.37 2.6% 12% False False 2,791
120 123.71 44.75 78.96 150.5% 1.20 2.3% 10% False False 2,387
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.29
2.618 59.09
1.618 57.13
1.000 55.92
0.618 55.17
HIGH 53.96
0.618 53.21
0.500 52.98
0.382 52.75
LOW 52.00
0.618 50.79
1.000 50.04
1.618 48.83
2.618 46.87
4.250 43.67
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 52.98 52.42
PP 52.81 52.35
S1 52.65 52.29

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

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