NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 48.78 51.87 3.09 6.3% 51.21
High 51.61 54.10 2.49 4.8% 52.21
Low 48.78 50.94 2.16 4.4% 47.85
Close 51.38 53.81 2.43 4.7% 50.63
Range 2.83 3.16 0.33 11.7% 4.36
ATR 2.47 2.52 0.05 2.0% 0.00
Volume 6,161 8,471 2,310 37.5% 45,849
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.43 61.28 55.55
R3 59.27 58.12 54.68
R2 56.11 56.11 54.39
R1 54.96 54.96 54.10 55.54
PP 52.95 52.95 52.95 53.24
S1 51.80 51.80 53.52 52.38
S2 49.79 49.79 53.23
S3 46.63 48.64 52.94
S4 43.47 45.48 52.07
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.31 61.33 53.03
R3 58.95 56.97 51.83
R2 54.59 54.59 51.43
R1 52.61 52.61 51.03 51.42
PP 50.23 50.23 50.23 49.64
S1 48.25 48.25 50.23 47.06
S2 45.87 45.87 49.83
S3 41.51 43.89 49.43
S4 37.15 39.53 48.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.10 47.85 6.25 11.6% 2.76 5.1% 95% True False 7,629
10 54.10 47.25 6.85 12.7% 2.52 4.7% 96% True False 9,507
20 54.10 44.19 9.91 18.4% 2.52 4.7% 97% True False 8,566
40 55.68 44.19 11.49 21.4% 2.25 4.2% 84% False False 6,704
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.53
2.618 62.37
1.618 59.21
1.000 57.26
0.618 56.05
HIGH 54.10
0.618 52.89
0.500 52.52
0.382 52.15
LOW 50.94
0.618 48.99
1.000 47.78
1.618 45.83
2.618 42.67
4.250 37.51
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 53.38 53.02
PP 52.95 52.23
S1 52.52 51.44

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

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