NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 50.66 49.88 -0.78 -1.5% 46.91
High 50.99 50.99 0.00 0.0% 51.29
Low 49.05 46.23 -2.82 -5.7% 45.32
Close 50.57 46.49 -4.08 -8.1% 50.57
Range 1.94 4.76 2.82 145.4% 5.97
ATR 2.31 2.48 0.18 7.6% 0.00
Volume 10,477 8,137 -2,340 -22.3% 42,306
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.18 59.10 49.11
R3 57.42 54.34 47.80
R2 52.66 52.66 47.36
R1 49.58 49.58 46.93 48.74
PP 47.90 47.90 47.90 47.49
S1 44.82 44.82 46.05 43.98
S2 43.14 43.14 45.62
S3 38.38 40.06 45.18
S4 33.62 35.30 43.87
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.97 64.74 53.85
R3 61.00 58.77 52.21
R2 55.03 55.03 51.66
R1 52.80 52.80 51.12 53.92
PP 49.06 49.06 49.06 49.62
S1 46.83 46.83 50.02 47.95
S2 43.09 43.09 49.48
S3 37.12 40.86 48.93
S4 31.15 34.89 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 46.15 5.14 11.1% 2.68 5.8% 7% False False 8,763
10 51.29 44.19 7.10 15.3% 2.67 5.7% 32% False False 8,037
20 54.95 44.19 10.76 23.1% 2.20 4.7% 21% False False 6,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 71.22
2.618 63.45
1.618 58.69
1.000 55.75
0.618 53.93
HIGH 50.99
0.618 49.17
0.500 48.61
0.382 48.05
LOW 46.23
0.618 43.29
1.000 41.47
1.618 38.53
2.618 33.77
4.250 26.00
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 48.61 48.76
PP 47.90 48.00
S1 47.20 47.25

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

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