NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 51.45 52.00 0.55 1.1% 49.22
High 51.73 52.30 0.57 1.1% 51.73
Low 50.32 49.84 -0.48 -1.0% 47.48
Close 51.73 51.28 -0.45 -0.9% 51.73
Range 1.41 2.46 1.05 74.5% 4.25
ATR 1.97 2.01 0.03 1.8% 0.00
Volume 5,541 3,446 -2,095 -37.8% 22,305
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.52 57.36 52.63
R3 56.06 54.90 51.96
R2 53.60 53.60 51.73
R1 52.44 52.44 51.51 51.79
PP 51.14 51.14 51.14 50.82
S1 49.98 49.98 51.05 49.33
S2 48.68 48.68 50.83
S3 46.22 47.52 50.60
S4 43.76 45.06 49.93
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.06 61.65 54.07
R3 58.81 57.40 52.90
R2 54.56 54.56 52.51
R1 53.15 53.15 52.12 53.86
PP 50.31 50.31 50.31 50.67
S1 48.90 48.90 51.34 49.61
S2 46.06 46.06 50.95
S3 41.81 44.65 50.56
S4 37.56 40.40 49.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.30 47.48 4.82 9.4% 1.60 3.1% 79% True False 4,193
10 52.63 47.48 5.15 10.0% 1.65 3.2% 74% False False 4,956
20 55.92 45.87 10.05 19.6% 1.69 3.3% 54% False False 4,225
40 58.00 45.87 12.13 23.7% 1.45 2.8% 45% False False 3,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 62.76
2.618 58.74
1.618 56.28
1.000 54.76
0.618 53.82
HIGH 52.30
0.618 51.36
0.500 51.07
0.382 50.78
LOW 49.84
0.618 48.32
1.000 47.38
1.618 45.86
2.618 43.40
4.250 39.39
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 51.21 51.21
PP 51.14 51.14
S1 51.07 51.07

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

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