NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 53.61 51.20 -2.41 -4.5% 53.88
High 54.22 53.93 -0.29 -0.5% 55.85
Low 51.21 50.14 -1.07 -2.1% 49.05
Close 51.91 52.07 0.16 0.3% 54.68
Range 3.01 3.79 0.78 25.9% 6.80
ATR 2.91 2.98 0.06 2.1% 0.00
Volume 90,779 152,213 61,434 67.7% 465,271
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.42 61.53 54.15
R3 59.63 57.74 53.11
R2 55.84 55.84 52.76
R1 53.95 53.95 52.42 54.90
PP 52.05 52.05 52.05 52.52
S1 50.16 50.16 51.72 51.11
S2 48.26 48.26 51.38
S3 44.47 46.37 51.03
S4 40.68 42.58 49.99
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 50.14 5.71 11.0% 3.49 6.7% 34% False True 109,309
10 56.10 49.05 7.05 13.5% 3.08 5.9% 43% False False 99,295
20 56.10 45.11 10.99 21.1% 2.89 5.5% 63% False False 82,236
40 56.10 40.85 15.25 29.3% 2.81 5.4% 74% False False 66,140
60 56.10 40.85 15.25 29.3% 2.78 5.3% 74% False False 55,030
80 59.66 40.85 18.81 36.1% 2.93 5.6% 60% False False 46,700
100 65.00 40.85 24.15 46.4% 3.05 5.9% 46% False False 41,076
120 78.60 40.85 37.75 72.5% 3.22 6.2% 30% False False 36,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.61
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.04
2.618 63.85
1.618 60.06
1.000 57.72
0.618 56.27
HIGH 53.93
0.618 52.48
0.500 52.04
0.382 51.59
LOW 50.14
0.618 47.80
1.000 46.35
1.618 44.01
2.618 40.22
4.250 34.03
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 52.06 52.92
PP 52.05 52.64
S1 52.04 52.35

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

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