NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 54.28 55.50 1.22 2.2% 47.74
High 55.92 55.70 -0.22 -0.4% 54.49
Low 53.57 54.38 0.81 1.5% 45.95
Close 55.73 55.63 -0.10 -0.2% 53.80
Range 2.35 1.32 -1.03 -43.8% 8.54
ATR 2.86 2.75 -0.11 -3.8% 0.00
Volume 56,496 78,959 22,463 39.8% 303,967
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.20 58.73 56.36
R3 57.88 57.41 55.99
R2 56.56 56.56 55.87
R1 56.09 56.09 55.75 56.33
PP 55.24 55.24 55.24 55.35
S1 54.77 54.77 55.51 55.01
S2 53.92 53.92 55.39
S3 52.60 53.45 55.27
S4 51.28 52.13 54.90
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 77.03 73.96 58.50
R3 68.49 65.42 56.15
R2 59.95 59.95 55.37
R1 56.88 56.88 54.58 58.42
PP 51.41 51.41 51.41 52.18
S1 48.34 48.34 53.02 49.88
S2 42.87 42.87 52.23
S3 34.33 39.80 51.45
S4 25.79 31.26 49.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.92 49.06 6.86 12.3% 2.34 4.2% 96% False False 69,631
10 55.92 45.08 10.84 19.5% 2.81 5.1% 97% False False 64,896
20 55.92 43.03 12.89 23.2% 2.83 5.1% 98% False False 59,251
40 55.92 40.85 15.07 27.1% 2.66 4.8% 98% False False 48,444
60 59.66 40.85 18.81 33.8% 2.87 5.2% 79% False False 40,703
80 61.33 40.85 20.48 36.8% 2.99 5.4% 72% False False 36,311
100 76.00 40.85 35.15 63.2% 3.19 5.7% 42% False False 31,989
120 100.75 40.85 59.90 107.7% 3.30 5.9% 25% False False 28,622
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 0.72
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 61.31
2.618 59.16
1.618 57.84
1.000 57.02
0.618 56.52
HIGH 55.70
0.618 55.20
0.500 55.04
0.382 54.88
LOW 54.38
0.618 53.56
1.000 53.06
1.618 52.24
2.618 50.92
4.250 48.77
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 55.43 55.17
PP 55.24 54.72
S1 55.04 54.26

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

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