NYMEX Light Sweet Crude Oil Future September 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	45.36	46.91	1.55	3.4%	49.91
High	46.61	48.07	1.46	3.1%	49.91
Low	44.76	45.32	0.56	1.3%	44.19
Close	46.55	46.08	-0.47	-1.0%	46.55
Range	1.85	2.75	0.90	48.6%	5.72
ATR	2.29	2.32	0.03	1.4%	0.00
Volume	4,895	6,624	1,729	35.3%	29,930

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.74	53.16	47.59
R3	51.99	50.41	46.84
R2	49.24	49.24	46.58
R1	47.66	47.66	46.33	47.08
PP	46.49	46.49	46.49	46.20
S1	44.91	44.91	45.83	44.33
S2	43.74	43.74	45.58
S3	40.99	42.16	45.32
S4	38.24	39.41	44.57

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.04	61.02	49.70
R3	58.32	55.30	48.12
R2	52.60	52.60	47.60
R1	49.58	49.58	47.07	48.23
PP	46.88	46.88	46.88	46.21
S1	43.86	43.86	46.03	42.51
S2	41.16	41.16	45.50
S3	35.44	38.14	44.98
S4	29.72	32.42	43.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.91	44.19	5.72	12.4%	2.65	5.7%	33%	False	False	7,310
10	54.95	44.19	10.76	23.4%	2.29	5.0%	18%	False	False	6,492
20	55.68	44.19	11.49	24.9%	2.02	4.4%	16%	False	False	5,207

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	0.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.76
2.618	55.27
1.618	52.52
1.000	50.82
0.618	49.77
HIGH	48.07
0.618	47.02
0.500	46.70
0.382	46.37
LOW	45.32
0.618	43.62
1.000	42.57
1.618	40.87
2.618	38.12
4.250	33.63

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	46.70	46.13
PP	46.49	46.11
S1	46.29	46.10

Download as Excel Spreadsheet

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

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