NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 54.18 54.50 0.32 0.6% 53.88
High 55.85 55.70 -0.15 -0.3% 55.85
Low 53.20 52.12 -1.08 -2.0% 49.05
Close 54.68 53.38 -1.30 -2.4% 54.68
Range 2.65 3.58 0.93 35.1% 6.80
ATR 2.85 2.91 0.05 1.8% 0.00
Volume 105,900 98,226 -7,674 -7.2% 465,271
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.47 62.51 55.35
R3 60.89 58.93 54.36
R2 57.31 57.31 54.04
R1 55.35 55.35 53.71 54.54
PP 53.73 53.73 53.73 53.33
S1 51.77 51.77 53.05 50.96
S2 50.15 50.15 52.72
S3 46.57 48.19 52.40
S4 42.99 44.61 51.41
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 73.59 70.94 58.42
R3 66.79 64.14 56.55
R2 59.99 59.99 55.93
R1 57.34 57.34 55.30 58.67
PP 53.19 53.19 53.19 53.86
S1 50.54 50.54 54.06 51.87
S2 46.39 46.39 53.43
S3 39.59 43.74 52.81
S4 32.79 36.94 50.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.85 49.05 6.80 12.7% 2.88 5.4% 64% False False 100,701
10 56.10 49.05 7.05 13.2% 2.74 5.1% 61% False False 90,438
20 56.10 45.08 11.02 20.6% 2.83 5.3% 75% False False 77,724
40 56.10 40.85 15.25 28.6% 2.79 5.2% 82% False False 62,096
60 56.10 40.85 15.25 28.6% 2.73 5.1% 82% False False 51,817
80 59.66 40.85 18.81 35.2% 2.95 5.5% 67% False False 44,346
100 65.80 40.85 24.95 46.7% 3.03 5.7% 50% False False 38,923
120 87.13 40.85 46.28 86.7% 3.23 6.0% 27% False False 34,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.92
2.618 65.07
1.618 61.49
1.000 59.28
0.618 57.91
HIGH 55.70
0.618 54.33
0.500 53.91
0.382 53.49
LOW 52.12
0.618 49.91
1.000 48.54
1.618 46.33
2.618 42.75
4.250 36.91
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 53.91 53.28
PP 53.73 53.17
S1 53.56 53.07

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

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