NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	55.40	54.10	-1.30	-2.3%	55.15
High	56.88	54.74	-2.14	-3.8%	56.10
Low	53.71	53.34	-0.37	-0.7%	52.56
Close	53.75	53.69	-0.06	-0.1%	55.52
Range	3.17	1.40	-1.77	-55.8%	3.54
ATR	2.52	2.44	-0.08	-3.2%	0.00
Volume	15,430	18,375	2,945	19.1%	84,859

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.12	57.31	54.46
R3	56.72	55.91	54.08
R2	55.32	55.32	53.95
R1	54.51	54.51	53.82	54.22
PP	53.92	53.92	53.92	53.78
S1	53.11	53.11	53.56	52.82
S2	52.52	52.52	53.43
S3	51.12	51.71	53.31
S4	49.72	50.31	52.92

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.35	63.97	57.47
R3	61.81	60.43	56.49
R2	58.27	58.27	56.17
R1	56.89	56.89	55.84	57.58
PP	54.73	54.73	54.73	55.07
S1	53.35	53.35	55.20	54.04
S2	51.19	51.19	54.87
S3	47.65	49.81	54.55
S4	44.11	46.27	53.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.05	53.21	3.84	7.2%	2.22	4.1%	13%	False	False	18,818
10	57.05	52.56	4.49	8.4%	1.99	3.7%	25%	False	False	17,728
20	59.44	52.49	6.95	12.9%	2.35	4.4%	17%	False	False	19,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.58
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.69
2.618	58.41
1.618	57.01
1.000	56.14
0.618	55.61
HIGH	54.74
0.618	54.21
0.500	54.04
0.382	53.87
LOW	53.34
0.618	52.47
1.000	51.94
1.618	51.07
2.618	49.67
4.250	47.39

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	54.04	55.20
PP	53.92	54.69
S1	53.81	54.19

Download as Excel Spreadsheet

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

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