NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 45.70 43.90 -1.80 -3.9% 52.51
High 45.75 46.40 0.65 1.4% 54.10
Low 43.42 43.34 -0.08 -0.2% 49.00
Close 43.53 46.39 2.86 6.6% 49.28
Range 2.33 3.06 0.73 31.3% 5.10
ATR 2.13 2.20 0.07 3.1% 0.00
Volume 7,793 5,048 -2,745 -35.2% 36,483
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.56 53.53 48.07
R3 51.50 50.47 47.23
R2 48.44 48.44 46.95
R1 47.41 47.41 46.67 47.93
PP 45.38 45.38 45.38 45.63
S1 44.35 44.35 46.11 44.87
S2 42.32 42.32 45.83
S3 39.26 41.29 45.55
S4 36.20 38.23 44.71
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.09 62.79 52.09
R3 60.99 57.69 50.68
R2 55.89 55.89 50.22
R1 52.59 52.59 49.75 51.69
PP 50.79 50.79 50.79 50.35
S1 47.49 47.49 48.81 46.59
S2 45.69 45.69 48.35
S3 40.59 42.39 47.88
S4 35.49 37.29 46.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.80 43.34 7.46 16.1% 2.28 4.9% 41% False True 7,548
10 54.10 43.34 10.76 23.2% 2.22 4.8% 28% False True 7,218
20 54.45 43.34 11.11 23.9% 2.06 4.4% 27% False True 6,676
40 60.48 43.34 17.14 36.9% 1.90 4.1% 18% False True 5,276
60 62.08 43.34 18.74 40.4% 1.56 3.4% 16% False True 4,447
80 76.95 43.34 33.61 72.5% 1.61 3.5% 9% False True 3,810
100 107.20 43.34 63.86 137.7% 1.49 3.2% 5% False True 3,261
120 118.25 43.34 74.91 161.5% 1.33 2.9% 4% False True 2,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.41
2.618 54.41
1.618 51.35
1.000 49.46
0.618 48.29
HIGH 46.40
0.618 45.23
0.500 44.87
0.382 44.51
LOW 43.34
0.618 41.45
1.000 40.28
1.618 38.39
2.618 35.33
4.250 30.34
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 45.88 46.32
PP 45.38 46.24
S1 44.87 46.17

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

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