NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 50.50 51.34 0.84 1.7% 53.58
High 50.94 51.90 0.96 1.9% 55.68
Low 50.50 50.86 0.36 0.7% 51.49
Close 50.68 51.37 0.69 1.4% 52.85
Range 0.44 1.04 0.60 136.4% 4.19
ATR 2.22 2.14 -0.07 -3.2% 0.00
Volume 3,463 3,361 -102 -2.9% 21,372
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 54.50 53.97 51.94
R3 53.46 52.93 51.66
R2 52.42 52.42 51.56
R1 51.89 51.89 51.47 52.16
PP 51.38 51.38 51.38 51.51
S1 50.85 50.85 51.27 51.12
S2 50.34 50.34 51.18
S3 49.30 49.81 51.08
S4 48.26 48.77 50.80
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.91 63.57 55.15
R3 61.72 59.38 54.00
R2 57.53 57.53 53.62
R1 55.19 55.19 53.23 54.27
PP 53.34 53.34 53.34 52.88
S1 51.00 51.00 52.47 50.08
S2 49.15 49.15 52.08
S3 44.96 46.81 51.70
S4 40.77 42.62 50.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.30 50.50 3.80 7.4% 1.16 2.3% 23% False False 3,363
10 55.68 50.40 5.28 10.3% 1.82 3.5% 18% False False 4,148
20 59.15 50.12 9.03 17.6% 1.84 3.6% 14% False False 3,984
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.32
2.618 54.62
1.618 53.58
1.000 52.94
0.618 52.54
HIGH 51.90
0.618 51.50
0.500 51.38
0.382 51.26
LOW 50.86
0.618 50.22
1.000 49.82
1.618 49.18
2.618 48.14
4.250 46.44
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 51.38 51.36
PP 51.38 51.34
S1 51.37 51.33

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

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