NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 49.49 50.47 0.98 2.0% 49.00
High 51.42 50.75 -0.67 -1.3% 52.63
Low 49.49 50.06 0.57 1.2% 47.00
Close 51.43 50.41 -1.02 -2.0% 51.89
Range 1.93 0.69 -1.24 -64.2% 5.63
ATR 2.06 2.02 -0.05 -2.4% 0.00
Volume 4,881 4,138 -743 -15.2% 26,336
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 52.48 52.13 50.79
R3 51.79 51.44 50.60
R2 51.10 51.10 50.54
R1 50.75 50.75 50.47 50.58
PP 50.41 50.41 50.41 50.32
S1 50.06 50.06 50.35 49.89
S2 49.72 49.72 50.28
S3 49.03 49.37 50.22
S4 48.34 48.68 50.03
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 67.40 65.27 54.99
R3 61.77 59.64 53.44
R2 56.14 56.14 52.92
R1 54.01 54.01 52.41 55.08
PP 50.51 50.51 50.51 51.04
S1 48.38 48.38 51.37 49.45
S2 44.88 44.88 50.86
S3 39.25 42.75 50.34
S4 33.62 37.12 48.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.89 47.48 4.41 8.7% 1.42 2.8% 66% False False 4,644
10 52.63 46.74 5.89 11.7% 1.66 3.3% 62% False False 4,684
20 55.92 45.87 10.05 19.9% 1.65 3.3% 45% False False 4,085
40 59.50 45.87 13.63 27.0% 1.41 2.8% 33% False False 3,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 53.68
2.618 52.56
1.618 51.87
1.000 51.44
0.618 51.18
HIGH 50.75
0.618 50.49
0.500 50.41
0.382 50.32
LOW 50.06
0.618 49.63
1.000 49.37
1.618 48.94
2.618 48.25
4.250 47.13
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 50.41 50.09
PP 50.41 49.77
S1 50.41 49.45

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

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