NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 52.25 48.64 -3.61 -6.9% 52.13
High 52.25 50.00 -2.25 -4.3% 54.66
Low 48.11 47.77 -0.34 -0.7% 51.62
Close 48.41 49.66 1.25 2.6% 52.38
Range 4.14 2.23 -1.91 -46.1% 3.04
ATR 2.89 2.84 -0.05 -1.6% 0.00
Volume 181,165 222,171 41,006 22.6% 1,103,473
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.83 54.98 50.89
R3 53.60 52.75 50.27
R2 51.37 51.37 50.07
R1 50.52 50.52 49.86 50.95
PP 49.14 49.14 49.14 49.36
S1 48.29 48.29 49.46 48.72
S2 46.91 46.91 49.25
S3 44.68 46.06 49.05
S4 42.45 43.83 48.43
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.01 60.23 54.05
R3 58.97 57.19 53.22
R2 55.93 55.93 52.94
R1 54.15 54.15 52.66 55.04
PP 52.89 52.89 52.89 53.33
S1 51.11 51.11 52.10 52.00
S2 49.85 49.85 51.82
S3 46.81 48.07 51.54
S4 43.77 45.03 50.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.66 47.77 6.89 13.9% 2.65 5.3% 27% False True 219,353
10 54.66 47.20 7.46 15.0% 2.60 5.2% 33% False False 216,340
20 54.66 43.19 11.47 23.1% 2.92 5.9% 56% False False 187,767
40 54.66 39.42 15.24 30.7% 2.77 5.6% 67% False False 132,777
60 58.31 39.42 18.89 38.0% 2.87 5.8% 54% False False 98,151
80 58.31 39.42 18.89 38.0% 3.01 6.1% 54% False False 76,610
100 73.88 39.42 34.46 69.4% 3.06 6.2% 30% False False 62,801
120 89.32 39.42 49.90 100.5% 3.06 6.2% 21% False False 53,084
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.48
2.618 55.84
1.618 53.61
1.000 52.23
0.618 51.38
HIGH 50.00
0.618 49.15
0.500 48.89
0.382 48.62
LOW 47.77
0.618 46.39
1.000 45.54
1.618 44.16
2.618 41.93
4.250 38.29
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 49.40 51.03
PP 49.14 50.57
S1 48.89 50.12

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

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