NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 54.22 55.35 1.13 2.1% 54.28
High 56.10 55.70 -0.40 -0.7% 56.10
Low 53.05 53.20 0.15 0.3% 53.05
Close 55.78 54.02 -1.76 -3.2% 54.02
Range 3.05 2.50 -0.55 -18.0% 3.05
ATR 2.73 2.72 -0.01 -0.4% 0.00
Volume 119,624 66,843 -52,781 -44.1% 397,386
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.81 60.41 55.40
R3 59.31 57.91 54.71
R2 56.81 56.81 54.48
R1 55.41 55.41 54.25 54.86
PP 54.31 54.31 54.31 54.03
S1 52.91 52.91 53.79 52.36
S2 51.81 51.81 53.56
S3 49.31 50.41 53.33
S4 46.81 47.91 52.65
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.54 61.83 55.70
R3 60.49 58.78 54.86
R2 57.44 57.44 54.58
R1 55.73 55.73 54.30 55.06
PP 54.39 54.39 54.39 54.06
S1 52.68 52.68 53.74 52.01
S2 51.34 51.34 53.46
S3 48.29 49.63 53.18
S4 45.24 46.58 52.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 53.05 3.05 5.6% 2.26 4.2% 32% False False 79,477
10 56.10 45.95 10.15 18.8% 2.62 4.9% 80% False False 70,135
20 56.10 43.03 13.07 24.2% 2.81 5.2% 84% False False 64,275
40 56.10 40.85 15.25 28.2% 2.64 4.9% 86% False False 52,258
60 59.66 40.85 18.81 34.8% 2.88 5.3% 70% False False 44,625
80 59.66 40.85 18.81 34.8% 2.94 5.4% 70% False False 39,083
100 76.00 40.85 35.15 65.1% 3.12 5.8% 37% False False 34,146
120 91.57 40.85 50.72 93.9% 3.26 6.0% 26% False False 30,598
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.33
2.618 62.25
1.618 59.75
1.000 58.20
0.618 57.25
HIGH 55.70
0.618 54.75
0.500 54.45
0.382 54.16
LOW 53.20
0.618 51.66
1.000 50.70
1.618 49.16
2.618 46.66
4.250 42.58
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 54.45 54.58
PP 54.31 54.39
S1 54.16 54.21

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

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