NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 55.35 54.22 -1.13 -2.0% 47.74
High 55.58 56.10 0.52 0.9% 54.49
Low 53.50 53.05 -0.45 -0.8% 45.95
Close 54.19 55.78 1.59 2.9% 53.80
Range 2.08 3.05 0.97 46.6% 8.54
ATR 2.71 2.73 0.02 0.9% 0.00
Volume 75,464 119,624 44,160 58.5% 303,967
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.13 63.00 57.46
R3 61.08 59.95 56.62
R2 58.03 58.03 56.34
R1 56.90 56.90 56.06 57.47
PP 54.98 54.98 54.98 55.26
S1 53.85 53.85 55.50 54.42
S2 51.93 51.93 55.22
S3 48.88 50.80 54.94
S4 45.83 47.75 54.10
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 56.10 52.60 3.50 6.3% 2.10 3.8% 91% True False 82,688
10 56.10 45.95 10.15 18.2% 2.59 4.6% 97% True False 69,616
20 56.10 43.03 13.07 23.4% 2.80 5.0% 98% True False 63,660
40 56.10 40.85 15.25 27.3% 2.62 4.7% 98% True False 51,437
60 59.66 40.85 18.81 33.7% 2.87 5.1% 79% False False 43,724
80 59.66 40.85 18.81 33.7% 2.96 5.3% 79% False False 38,370
100 76.00 40.85 35.15 63.0% 3.14 5.6% 42% False False 33,670
120 95.75 40.85 54.90 98.4% 3.27 5.9% 27% False False 30,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 69.06
2.618 64.08
1.618 61.03
1.000 59.15
0.618 57.98
HIGH 56.10
0.618 54.93
0.500 54.58
0.382 54.22
LOW 53.05
0.618 51.17
1.000 50.00
1.618 48.12
2.618 45.07
4.250 40.09
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 55.38 55.38
PP 54.98 54.98
S1 54.58 54.58

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

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