NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 54.50 53.61 -0.89 -1.6% 53.88
High 55.70 54.22 -1.48 -2.7% 55.85
Low 52.12 51.21 -0.91 -1.7% 49.05
Close 53.38 51.91 -1.47 -2.8% 54.68
Range 3.58 3.01 -0.57 -15.9% 6.80
ATR 2.91 2.91 0.01 0.3% 0.00
Volume 98,226 90,779 -7,447 -7.6% 465,271
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.48 59.70 53.57
R3 58.47 56.69 52.74
R2 55.46 55.46 52.46
R1 53.68 53.68 52.19 53.07
PP 52.45 52.45 52.45 52.14
S1 50.67 50.67 51.63 50.06
S2 49.44 49.44 51.36
S3 46.43 47.66 51.08
S4 43.42 44.65 50.25
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 13.1% 3.05 5.9% 42% False False 101,641
10 56.10 49.05 7.05 13.6% 2.90 5.6% 41% False False 91,620
20 56.10 45.08 11.02 21.2% 2.86 5.5% 62% False False 78,258
40 56.10 40.85 15.25 29.4% 2.81 5.4% 73% False False 63,197
60 56.10 40.85 15.25 29.4% 2.75 5.3% 73% False False 52,928
80 59.66 40.85 18.81 36.2% 2.95 5.7% 59% False False 45,223
100 65.00 40.85 24.15 46.5% 3.04 5.9% 46% False False 39,686
120 79.12 40.85 38.27 73.7% 3.20 6.2% 29% False False 35,485
Crabel Price Patterns
NR True
NR4 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.01
2.618 62.10
1.618 59.09
1.000 57.23
0.618 56.08
HIGH 54.22
0.618 53.07
0.500 52.72
0.382 52.36
LOW 51.21
0.618 49.35
1.000 48.20
1.618 46.34
2.618 43.33
4.250 38.42
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 52.72 53.53
PP 52.45 52.99
S1 52.18 52.45

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

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