NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 52.33 54.45 2.12 4.1% 54.50
High 54.83 54.81 -0.02 0.0% 55.70
Low 52.24 51.61 -0.63 -1.2% 50.14
Close 54.69 52.98 -1.71 -3.1% 54.69
Range 2.59 3.20 0.61 23.6% 5.56
ATR 2.96 2.98 0.02 0.6% 0.00
Volume 203,838 195,974 -7,864 -3.9% 545,056
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.73 61.06 54.74
R3 59.53 57.86 53.86
R2 56.33 56.33 53.57
R1 54.66 54.66 53.27 53.90
PP 53.13 53.13 53.13 52.75
S1 51.46 51.46 52.69 50.70
S2 49.93 49.93 52.39
S3 46.73 48.26 52.10
S4 43.53 45.06 51.22
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.19 68.00 57.75
R3 64.63 62.44 56.22
R2 59.07 59.07 55.71
R1 56.88 56.88 55.20 57.98
PP 53.51 53.51 53.51 54.06
S1 51.32 51.32 54.18 52.42
S2 47.95 47.95 53.67
S3 42.39 45.76 53.16
S4 36.83 40.20 51.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.70 50.14 5.56 10.5% 3.23 6.1% 51% False False 148,206
10 55.85 49.05 6.80 12.8% 3.10 5.8% 58% False False 120,630
20 56.10 45.95 10.15 19.2% 2.86 5.4% 69% False False 95,382
40 56.10 40.85 15.25 28.8% 2.88 5.4% 80% False False 74,201
60 56.10 40.85 15.25 28.8% 2.78 5.2% 80% False False 60,727
80 59.66 40.85 18.81 35.5% 2.90 5.5% 64% False False 51,093
100 63.70 40.85 22.85 43.1% 3.02 5.7% 53% False False 44,795
120 78.60 40.85 37.75 71.3% 3.19 6.0% 32% False False 39,690
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.41
2.618 63.19
1.618 59.99
1.000 58.01
0.618 56.79
HIGH 54.81
0.618 53.59
0.500 53.21
0.382 52.83
LOW 51.61
0.618 49.63
1.000 48.41
1.618 46.43
2.618 43.23
4.250 38.01
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 53.21 52.82
PP 53.13 52.65
S1 53.06 52.49

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

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