NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 51.27 48.21 -3.06 -6.0% 54.82
High 52.15 48.21 -3.94 -7.6% 55.40
Low 50.57 46.98 -3.59 -7.1% 50.57
Close 50.96 47.25 -3.71 -7.3% 50.96
Range 1.58 1.23 -0.35 -22.2% 4.83
ATR 1.51 1.69 0.18 11.6% 0.00
Volume 6,551 6,096 -455 -6.9% 21,716
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 51.17 50.44 47.93
R3 49.94 49.21 47.59
R2 48.71 48.71 47.48
R1 47.98 47.98 47.36 47.73
PP 47.48 47.48 47.48 47.36
S1 46.75 46.75 47.14 46.50
S2 46.25 46.25 47.02
S3 45.02 45.52 46.91
S4 43.79 44.29 46.57
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.80 63.71 53.62
R3 61.97 58.88 52.29
R2 57.14 57.14 51.85
R1 54.05 54.05 51.40 53.18
PP 52.31 52.31 52.31 51.88
S1 49.22 49.22 50.52 48.35
S2 47.48 47.48 50.07
S3 42.65 44.39 49.63
S4 37.82 39.56 48.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.40 46.98 8.42 17.8% 1.45 3.1% 3% False True 4,610
10 55.40 46.98 8.42 17.8% 1.31 2.8% 3% False True 3,894
20 55.95 46.98 8.97 19.0% 1.38 2.9% 3% False True 3,703
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.44
2.618 51.43
1.618 50.20
1.000 49.44
0.618 48.97
HIGH 48.21
0.618 47.74
0.500 47.60
0.382 47.45
LOW 46.98
0.618 46.22
1.000 45.75
1.618 44.99
2.618 43.76
4.250 41.75
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 47.60 49.69
PP 47.48 48.87
S1 47.37 48.06

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

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