NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 48.80 48.76 -0.04 -0.1% 52.25
High 49.06 50.51 1.45 3.0% 53.00
Low 47.19 47.81 0.62 1.3% 46.14
Close 48.90 48.63 -0.27 -0.6% 48.90
Range 1.87 2.70 0.83 44.4% 6.86
ATR 2.56 2.57 0.01 0.4% 0.00
Volume 29,928 17,391 -12,537 -41.9% 92,767
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 57.08 55.56 50.12
R3 54.38 52.86 49.37
R2 51.68 51.68 49.13
R1 50.16 50.16 48.88 49.57
PP 48.98 48.98 48.98 48.69
S1 47.46 47.46 48.38 46.87
S2 46.28 46.28 48.14
S3 43.58 44.76 47.89
S4 40.88 42.06 47.15
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 53.00 46.14 6.86 14.1% 3.07 6.3% 36% False False 22,031
10 57.05 46.14 10.91 22.4% 2.51 5.2% 23% False False 21,208
20 57.54 46.14 11.40 23.4% 2.32 4.8% 22% False False 19,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.99
2.618 57.58
1.618 54.88
1.000 53.21
0.618 52.18
HIGH 50.51
0.618 49.48
0.500 49.16
0.382 48.84
LOW 47.81
0.618 46.14
1.000 45.11
1.618 43.44
2.618 40.74
4.250 36.34
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 49.16 48.53
PP 48.98 48.43
S1 48.81 48.33

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

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