NYMEX Light Sweet Crude Oil Future November 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 47.37 49.00 1.63 3.4% 50.12
High 48.25 49.41 1.16 2.4% 50.12
Low 46.74 47.00 0.26 0.6% 45.87
Close 48.12 47.79 -0.33 -0.7% 48.12
Range 1.51 2.41 0.90 59.6% 4.25
ATR 1.86 1.90 0.04 2.1% 0.00
Volume 3,741 2,526 -1,215 -32.5% 16,694
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.30 53.95 49.12
R3 52.89 51.54 48.45
R2 50.48 50.48 48.23
R1 49.13 49.13 48.01 48.60
PP 48.07 48.07 48.07 47.80
S1 46.72 46.72 47.57 46.19
S2 45.66 45.66 47.35
S3 43.25 44.31 47.13
S4 40.84 41.90 46.46
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 60.79 58.70 50.46
R3 56.54 54.45 49.29
R2 52.29 52.29 48.90
R1 50.20 50.20 48.51 49.12
PP 48.04 48.04 48.04 47.50
S1 45.95 45.95 47.73 44.87
S2 43.79 43.79 47.34
S3 39.54 41.70 46.95
S4 35.29 37.45 45.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.12 45.87 4.25 8.9% 1.97 4.1% 45% False False 3,844
10 55.92 45.87 10.05 21.0% 1.73 3.6% 19% False False 3,494
20 56.63 45.87 10.76 22.5% 1.38 2.9% 18% False False 3,166
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.65
2.618 55.72
1.618 53.31
1.000 51.82
0.618 50.90
HIGH 49.41
0.618 48.49
0.500 48.21
0.382 47.92
LOW 47.00
0.618 45.51
1.000 44.59
1.618 43.10
2.618 40.69
4.250 36.76
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 48.21 47.78
PP 48.07 47.76
S1 47.93 47.75

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

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