NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 53.88 50.10 -3.78 -7.0% 54.28
High 53.88 51.64 -2.24 -4.2% 56.10
Low 49.87 49.48 -0.39 -0.8% 53.05
Close 50.20 51.37 1.17 2.3% 54.02
Range 4.01 2.16 -1.85 -46.1% 3.05
ATR 2.82 2.78 -0.05 -1.7% 0.00
Volume 59,990 86,080 26,090 43.5% 397,386
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.31 56.50 52.56
R3 55.15 54.34 51.96
R2 52.99 52.99 51.77
R1 52.18 52.18 51.57 52.59
PP 50.83 50.83 50.83 51.03
S1 50.02 50.02 51.17 50.43
S2 48.67 48.67 50.97
S3 46.51 47.86 50.78
S4 44.35 45.70 50.18
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 49.48 6.62 12.9% 2.76 5.4% 29% False True 81,600
10 56.10 49.06 7.04 13.7% 2.55 5.0% 33% False False 75,616
20 56.10 44.20 11.90 23.2% 2.80 5.4% 60% False False 67,357
40 56.10 40.85 15.25 29.7% 2.67 5.2% 69% False False 54,544
60 59.66 40.85 18.81 36.6% 2.77 5.4% 56% False False 46,406
80 59.66 40.85 18.81 36.6% 2.96 5.8% 56% False False 40,464
100 73.80 40.85 32.95 64.1% 3.06 6.0% 32% False False 35,361
120 90.16 40.85 49.31 96.0% 3.25 6.3% 21% False False 31,686
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.82
2.618 57.29
1.618 55.13
1.000 53.80
0.618 52.97
HIGH 51.64
0.618 50.81
0.500 50.56
0.382 50.31
LOW 49.48
0.618 48.15
1.000 47.32
1.618 45.99
2.618 43.83
4.250 40.30
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 51.10 52.59
PP 50.83 52.18
S1 50.56 51.78

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

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