NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 52.36 52.40 0.04 0.1% 52.25
High 53.90 53.60 -0.30 -0.6% 53.90
Low 51.02 49.81 -1.21 -2.4% 47.26
Close 52.51 51.05 -1.46 -2.8% 52.51
Range 2.88 3.79 0.91 31.6% 6.64
ATR 2.93 2.99 0.06 2.1% 0.00
Volume 270,270 212,172 -58,098 -21.5% 1,148,084
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.86 60.74 53.13
R3 59.07 56.95 52.09
R2 55.28 55.28 51.74
R1 53.16 53.16 51.40 52.33
PP 51.49 51.49 51.49 51.07
S1 49.37 49.37 50.70 48.54
S2 47.70 47.70 50.36
S3 43.91 45.58 50.01
S4 40.12 41.79 48.97
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.14 68.47 56.16
R3 64.50 61.83 54.34
R2 57.86 57.86 53.73
R1 55.19 55.19 53.12 56.53
PP 51.22 51.22 51.22 51.89
S1 48.55 48.55 51.90 49.89
S2 44.58 44.58 51.29
S3 37.94 41.91 50.68
S4 31.30 35.27 48.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.90 47.26 6.64 13.0% 3.00 5.9% 57% False False 235,818
10 54.66 47.26 7.40 14.5% 2.78 5.4% 51% False False 228,357
20 54.66 43.74 10.92 21.4% 2.93 5.7% 67% False False 210,941
40 54.66 39.42 15.24 29.9% 2.90 5.7% 76% False False 153,145
60 54.66 39.42 15.24 29.9% 2.85 5.6% 76% False False 112,960
80 58.31 39.42 18.89 37.0% 3.03 5.9% 62% False False 87,841
100 65.96 39.42 26.54 52.0% 3.03 5.9% 44% False False 72,054
120 86.05 39.42 46.63 91.3% 3.09 6.0% 25% False False 60,940
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.71
2.618 63.52
1.618 59.73
1.000 57.39
0.618 55.94
HIGH 53.60
0.618 52.15
0.500 51.71
0.382 51.26
LOW 49.81
0.618 47.47
1.000 46.02
1.618 43.68
2.618 39.89
4.250 33.70
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 51.71 51.18
PP 51.49 51.13
S1 51.27 51.09

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

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