NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 52.00 49.96 -2.04 -3.9% 52.40
High 52.15 51.12 -1.03 -2.0% 53.60
Low 48.84 48.85 0.01 0.0% 47.37
Close 50.05 49.41 -0.64 -1.3% 52.24
Range 3.31 2.27 -1.04 -31.4% 6.23
ATR 3.11 3.05 -0.06 -1.9% 0.00
Volume 294,835 290,456 -4,379 -1.5% 1,047,797
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.60 55.28 50.66
R3 54.33 53.01 50.03
R2 52.06 52.06 49.83
R1 50.74 50.74 49.62 50.27
PP 49.79 49.79 49.79 49.56
S1 48.47 48.47 49.20 48.00
S2 47.52 47.52 48.99
S3 45.25 46.20 48.79
S4 42.98 43.93 48.16
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.76 67.23 55.67
R3 63.53 61.00 53.95
R2 57.30 57.30 53.38
R1 54.77 54.77 52.81 52.92
PP 51.07 51.07 51.07 50.15
S1 48.54 48.54 51.67 46.69
S2 44.84 44.84 51.10
S3 38.61 42.31 50.53
S4 32.38 36.08 48.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.45 47.37 5.08 10.3% 3.13 6.3% 40% False False 284,183
10 53.90 47.26 6.64 13.4% 3.07 6.2% 32% False False 260,000
20 54.66 47.20 7.46 15.1% 2.89 5.8% 30% False False 235,109
40 54.66 39.42 15.24 30.8% 3.00 6.1% 66% False False 179,718
60 54.66 39.42 15.24 30.8% 2.88 5.8% 66% False False 134,548
80 58.31 39.42 18.89 38.2% 2.99 6.1% 53% False False 104,777
100 59.89 39.42 20.47 41.4% 3.02 6.1% 49% False False 85,954
120 75.10 39.42 35.68 72.2% 3.08 6.2% 28% False False 72,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.64
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.77
2.618 57.06
1.618 54.79
1.000 53.39
0.618 52.52
HIGH 51.12
0.618 50.25
0.500 49.99
0.382 49.72
LOW 48.85
0.618 47.45
1.000 46.58
1.618 45.18
2.618 42.91
4.250 39.20
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 49.99 50.65
PP 49.79 50.23
S1 49.60 49.82

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

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