NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 49.16 49.70 0.54 1.1% 52.40
High 50.79 50.48 -0.31 -0.6% 53.60
Low 48.91 49.11 0.20 0.4% 47.37
Close 49.25 49.98 0.73 1.5% 52.24
Range 1.88 1.37 -0.51 -27.1% 6.23
ATR 2.96 2.85 -0.11 -3.8% 0.00
Volume 284,710 228,056 -56,654 -19.9% 1,047,797
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 53.97 53.34 50.73
R3 52.60 51.97 50.36
R2 51.23 51.23 50.23
R1 50.60 50.60 50.11 50.92
PP 49.86 49.86 49.86 50.01
S1 49.23 49.23 49.85 49.55
S2 48.49 48.49 49.73
S3 47.12 47.86 49.60
S4 45.75 46.49 49.23
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 48.84 3.61 7.2% 2.31 4.6% 32% False False 290,133
10 53.90 47.37 6.53 13.1% 3.00 6.0% 40% False False 265,034
20 54.66 47.26 7.40 14.8% 2.71 5.4% 37% False False 244,369
40 54.66 39.42 15.24 30.5% 2.90 5.8% 69% False False 188,685
60 54.66 39.42 15.24 30.5% 2.83 5.7% 69% False False 142,177
80 58.31 39.42 18.89 37.8% 2.95 5.9% 56% False False 110,808
100 59.89 39.42 20.47 41.0% 3.03 6.1% 52% False False 90,987
120 75.10 39.42 35.68 71.4% 3.05 6.1% 30% False False 76,845
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 56.30
2.618 54.07
1.618 52.70
1.000 51.85
0.618 51.33
HIGH 50.48
0.618 49.96
0.500 49.80
0.382 49.63
LOW 49.11
0.618 48.26
1.000 47.74
1.618 46.89
2.618 45.52
4.250 43.29
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 49.92 49.99
PP 49.86 49.98
S1 49.80 49.98

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

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