NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 47.30 48.72 1.42 3.0% 49.91
High 49.42 51.29 1.87 3.8% 49.91
Low 46.72 48.37 1.65 3.5% 44.19
Close 48.54 51.25 2.71 5.6% 46.55
Range 2.70 2.92 0.22 8.1% 5.72
ATR 2.27 2.32 0.05 2.0% 0.00
Volume 9,785 8,118 -1,667 -17.0% 29,930
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.06 58.08 52.86
R3 56.14 55.16 52.05
R2 53.22 53.22 51.79
R1 52.24 52.24 51.52 52.73
PP 50.30 50.30 50.30 50.55
S1 49.32 49.32 50.98 49.81
S2 47.38 47.38 50.71
S3 44.46 46.40 50.45
S4 41.54 43.48 49.64
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 51.29 44.76 6.53 12.7% 2.26 4.4% 99% True False 7,344
10 51.87 44.19 7.68 15.0% 2.30 4.5% 92% False False 7,380
20 54.95 44.19 10.76 21.0% 2.00 3.9% 66% False False 5,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 63.70
2.618 58.93
1.618 56.01
1.000 54.21
0.618 53.09
HIGH 51.29
0.618 50.17
0.500 49.83
0.382 49.49
LOW 48.37
0.618 46.57
1.000 45.45
1.618 43.65
2.618 40.73
4.250 35.96
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 50.78 50.41
PP 50.30 49.56
S1 49.83 48.72

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

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