NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 54.45 52.91 -1.54 -2.8% 54.50
High 54.81 54.15 -0.66 -1.2% 55.70
Low 51.61 51.96 0.35 0.7% 50.14
Close 52.98 52.52 -0.46 -0.9% 54.69
Range 3.20 2.19 -1.01 -31.6% 5.56
ATR 2.98 2.92 -0.06 -1.9% 0.00
Volume 195,974 176,007 -19,967 -10.2% 545,056
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.45 58.17 53.72
R3 57.26 55.98 53.12
R2 55.07 55.07 52.92
R1 53.79 53.79 52.72 53.34
PP 52.88 52.88 52.88 52.65
S1 51.60 51.60 52.32 51.15
S2 50.69 50.69 52.12
S3 48.50 49.41 51.92
S4 46.31 47.22 51.32
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 54.83 50.14 4.69 8.9% 2.96 5.6% 51% False False 163,762
10 55.85 49.05 6.80 12.9% 2.92 5.6% 51% False False 132,231
20 56.10 48.19 7.91 15.1% 2.80 5.3% 55% False False 102,080
40 56.10 40.85 15.25 29.0% 2.88 5.5% 77% False False 77,416
60 56.10 40.85 15.25 29.0% 2.75 5.2% 77% False False 63,109
80 59.66 40.85 18.81 35.8% 2.89 5.5% 62% False False 52,972
100 61.33 40.85 20.48 39.0% 3.00 5.7% 57% False False 46,422
120 77.65 40.85 36.80 70.1% 3.18 6.1% 32% False False 41,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 63.46
2.618 59.88
1.618 57.69
1.000 56.34
0.618 55.50
HIGH 54.15
0.618 53.31
0.500 53.06
0.382 52.80
LOW 51.96
0.618 50.61
1.000 49.77
1.618 48.42
2.618 46.23
4.250 42.65
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 53.06 53.22
PP 52.88 52.99
S1 52.70 52.75

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

View Archives - Comment on this page... - Back to Index of Symbols