NYMEX Light Sweet Crude Oil Future December 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 53.80 52.25 -1.55 -2.9% 55.55
High 54.00 53.00 -1.00 -1.9% 57.05
Low 51.96 48.20 -3.76 -7.2% 51.96
Close 52.52 48.80 -3.72 -7.1% 52.52
Range 2.04 4.80 2.76 135.3% 5.09
ATR 2.33 2.50 0.18 7.6% 0.00
Volume 20,211 19,215 -996 -4.9% 101,925
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.40 61.40 51.44
R3 59.60 56.60 50.12
R2 54.80 54.80 49.68
R1 51.80 51.80 49.24 50.90
PP 50.00 50.00 50.00 49.55
S1 47.00 47.00 48.36 46.10
S2 45.20 45.20 47.92
S3 40.40 42.20 47.48
S4 35.60 37.40 46.16
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 69.11 65.91 55.32
R3 64.02 60.82 53.92
R2 58.93 58.93 53.45
R1 55.73 55.73 52.99 54.79
PP 53.84 53.84 53.84 53.37
S1 50.64 50.64 52.05 49.70
S2 48.75 48.75 51.59
S3 43.66 45.55 51.12
S4 38.57 40.46 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.88 48.20 8.68 17.8% 2.51 5.1% 7% False True 18,888
10 57.05 48.20 8.85 18.1% 2.18 4.5% 7% False True 18,803
20 57.54 48.20 9.34 19.1% 2.35 4.8% 6% False True 19,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 73.40
2.618 65.57
1.618 60.77
1.000 57.80
0.618 55.97
HIGH 53.00
0.618 51.17
0.500 50.60
0.382 50.03
LOW 48.20
0.618 45.23
1.000 43.40
1.618 40.43
2.618 35.63
4.250 27.80
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 50.60 51.23
PP 50.00 50.42
S1 49.40 49.61

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

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