NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 50.58 50.39 -0.19 -0.4% 54.28
High 50.61 54.72 4.11 8.1% 56.10
Low 49.05 50.28 1.23 2.5% 53.05
Close 50.20 54.52 4.32 8.6% 54.02
Range 1.56 4.44 2.88 184.6% 3.05
ATR 2.74 2.87 0.13 4.6% 0.00
Volume 113,872 99,429 -14,443 -12.7% 397,386
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 66.49 64.95 56.96
R3 62.05 60.51 55.74
R2 57.61 57.61 55.33
R1 56.07 56.07 54.93 56.84
PP 53.17 53.17 53.17 53.56
S1 51.63 51.63 54.11 52.40
S2 48.73 48.73 53.71
S3 44.29 47.19 53.30
S4 39.85 42.75 52.08
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 55.70 49.05 6.65 12.2% 2.93 5.4% 82% False False 85,242
10 56.10 49.05 7.05 12.9% 2.52 4.6% 78% False False 83,965
20 56.10 45.08 11.02 20.2% 2.78 5.1% 86% False False 72,838
40 56.10 40.85 15.25 28.0% 2.76 5.1% 90% False False 58,425
60 57.95 40.85 17.10 31.4% 2.75 5.0% 80% False False 49,368
80 59.66 40.85 18.81 34.5% 2.95 5.4% 73% False False 42,450
100 70.47 40.85 29.62 54.3% 3.04 5.6% 46% False False 37,175
120 87.13 40.85 46.28 84.9% 3.24 5.9% 30% False False 33,298
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 0.40
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 73.59
2.618 66.34
1.618 61.90
1.000 59.16
0.618 57.46
HIGH 54.72
0.618 53.02
0.500 52.50
0.382 51.98
LOW 50.28
0.618 47.54
1.000 45.84
1.618 43.10
2.618 38.66
4.250 31.41
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 53.85 53.64
PP 53.17 52.76
S1 52.50 51.89

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

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