NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 46.96 48.80 1.84 3.9% 52.25
High 49.60 49.06 -0.54 -1.1% 53.00
Low 46.14 47.19 1.05 2.3% 46.14
Close 49.54 48.90 -0.64 -1.3% 48.90
Range 3.46 1.87 -1.59 -46.0% 6.86
ATR 2.57 2.56 -0.02 -0.6% 0.00
Volume 23,419 29,928 6,509 27.8% 92,767
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 53.99 53.32 49.93
R3 52.12 51.45 49.41
R2 50.25 50.25 49.24
R1 49.58 49.58 49.07 49.92
PP 48.38 48.38 48.38 48.55
S1 47.71 47.71 48.73 48.05
S2 46.51 46.51 48.56
S3 44.64 45.84 48.39
S4 42.77 43.97 47.87
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 69.93 66.27 52.67
R3 63.07 59.41 50.79
R2 56.21 56.21 50.16
R1 52.55 52.55 49.53 50.95
PP 49.35 49.35 49.35 48.55
S1 45.69 45.69 48.27 44.09
S2 42.49 42.49 47.64
S3 35.63 38.83 47.01
S4 28.77 31.97 45.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.00 46.14 7.86 16.1% 2.94 6.0% 35% False False 22,595
10 57.05 46.14 10.91 22.3% 2.53 5.2% 25% False False 21,403
20 57.54 46.14 11.40 23.3% 2.38 4.9% 24% False False 20,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.01
2.618 53.96
1.618 52.09
1.000 50.93
0.618 50.22
HIGH 49.06
0.618 48.35
0.500 48.13
0.382 47.90
LOW 47.19
0.618 46.03
1.000 45.32
1.618 44.16
2.618 42.29
4.250 39.24
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 48.64 48.56
PP 48.38 48.21
S1 48.13 47.87

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

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