NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 55.35 53.88 -1.47 -2.7% 54.28
High 55.70 53.88 -1.82 -3.3% 56.10
Low 53.20 49.87 -3.33 -6.3% 53.05
Close 54.02 50.20 -3.82 -7.1% 54.02
Range 2.50 4.01 1.51 60.4% 3.05
ATR 2.72 2.82 0.10 3.8% 0.00
Volume 66,843 59,990 -6,853 -10.3% 397,386
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.35 60.78 52.41
R3 59.34 56.77 51.30
R2 55.33 55.33 50.94
R1 52.76 52.76 50.57 52.04
PP 51.32 51.32 51.32 50.96
S1 48.75 48.75 49.83 48.03
S2 47.31 47.31 49.46
S3 43.30 44.74 49.10
S4 39.29 40.73 47.99
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 49.87 6.23 12.4% 2.59 5.2% 5% False True 80,176
10 56.10 48.19 7.91 15.8% 2.68 5.3% 25% False False 71,929
20 56.10 43.03 13.07 26.0% 2.81 5.6% 55% False False 64,837
40 56.10 40.85 15.25 30.4% 2.69 5.4% 61% False False 53,090
60 59.66 40.85 18.81 37.5% 2.82 5.6% 50% False False 45,367
80 59.66 40.85 18.81 37.5% 2.95 5.9% 50% False False 39,649
100 76.00 40.85 35.15 70.0% 3.13 6.2% 27% False False 34,653
120 91.43 40.85 50.58 100.8% 3.27 6.5% 18% False False 31,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 70.92
2.618 64.38
1.618 60.37
1.000 57.89
0.618 56.36
HIGH 53.88
0.618 52.35
0.500 51.88
0.382 51.40
LOW 49.87
0.618 47.39
1.000 45.86
1.618 43.38
2.618 39.37
4.250 32.83
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 51.88 52.99
PP 51.32 52.06
S1 50.76 51.13

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

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