NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	52.25	48.36	-3.89	-7.4%	55.55
High	53.00	49.06	-3.94	-7.4%	57.05
Low	48.20	46.54	-1.66	-3.4%	51.96
Close	48.80	46.73	-2.07	-4.2%	52.52
Range	4.80	2.52	-2.28	-47.5%	5.09
ATR	2.50	2.50	0.00	0.0%	0.00
Volume	19,215	20,205	990	5.2%	101,925

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.00	53.39	48.12
R3	52.48	50.87	47.42
R2	49.96	49.96	47.19
R1	48.35	48.35	46.96	47.90
PP	47.44	47.44	47.44	47.22
S1	45.83	45.83	46.50	45.38
S2	44.92	44.92	46.27
S3	42.40	43.31	46.04
S4	39.88	40.79	45.34

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	54.74	46.54	8.20	17.5%	2.38	5.1%	2%	False	True	19,843
10	57.05	46.54	10.51	22.5%	2.35	5.0%	2%	False	True	18,929
20	57.54	46.54	11.00	23.5%	2.30	4.9%	2%	False	True	20,135

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.77
2.618	55.66
1.618	53.14
1.000	51.58
0.618	50.62
HIGH	49.06
0.618	48.10
0.500	47.80
0.382	47.50
LOW	46.54
0.618	44.98
1.000	44.02
1.618	42.46
2.618	39.94
4.250	35.83

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	47.80	50.27
PP	47.44	49.09
S1	47.09	47.91

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