NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 48.67 49.73 1.06 2.2% 45.76
High 49.87 52.25 2.38 4.8% 48.83
Low 46.92 48.78 1.86 4.0% 42.08
Close 49.73 51.61 1.88 3.8% 46.25
Range 2.95 3.47 0.52 17.6% 6.75
ATR 3.31 3.32 0.01 0.4% 0.00
Volume 214,930 125,337 -89,593 -41.7% 1,642,536
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.29 59.92 53.52
R3 57.82 56.45 52.56
R2 54.35 54.35 52.25
R1 52.98 52.98 51.93 53.67
PP 50.88 50.88 50.88 51.22
S1 49.51 49.51 51.29 50.20
S2 47.41 47.41 50.97
S3 43.94 46.04 50.66
S4 40.47 42.57 49.70
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.97 62.86 49.96
R3 59.22 56.11 48.11
R2 52.47 52.47 47.49
R1 49.36 49.36 46.87 50.92
PP 45.72 45.72 45.72 46.50
S1 42.61 42.61 45.63 44.17
S2 38.97 38.97 45.01
S3 32.22 35.86 44.39
S4 25.47 29.11 42.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.25 43.62 8.63 16.7% 3.25 6.3% 93% True False 223,587
10 52.25 42.08 10.17 19.7% 3.46 6.7% 94% True False 267,210
20 52.25 37.54 14.71 28.5% 3.35 6.5% 96% True False 270,936
40 52.25 37.12 15.13 29.3% 3.09 6.0% 96% True False 211,001
60 56.86 37.12 19.74 38.2% 3.28 6.4% 73% False False 153,891
80 59.57 37.12 22.45 43.5% 3.37 6.5% 65% False False 120,092
100 74.05 37.12 36.93 71.6% 3.50 6.8% 39% False False 97,630
120 105.85 37.12 68.73 133.2% 3.63 7.0% 21% False False 82,095
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 0.79
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.00
2.618 61.33
1.618 57.86
1.000 55.72
0.618 54.39
HIGH 52.25
0.618 50.92
0.500 50.52
0.382 50.11
LOW 48.78
0.618 46.64
1.000 45.31
1.618 43.17
2.618 39.70
4.250 34.03
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 51.25 50.87
PP 50.88 50.13
S1 50.52 49.39

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

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