NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 52.91 51.93 -0.98 -1.9% 54.50
High 54.15 53.30 -0.85 -1.6% 55.70
Low 51.96 51.45 -0.51 -1.0% 50.14
Close 52.52 51.77 -0.75 -1.4% 54.69
Range 2.19 1.85 -0.34 -15.5% 5.56
ATR 2.92 2.84 -0.08 -2.6% 0.00
Volume 176,007 210,444 34,437 19.6% 545,056
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.72 56.60 52.79
R3 55.87 54.75 52.28
R2 54.02 54.02 52.11
R1 52.90 52.90 51.94 52.54
PP 52.17 52.17 52.17 51.99
S1 51.05 51.05 51.60 50.69
S2 50.32 50.32 51.43
S3 48.47 49.20 51.26
S4 46.62 47.35 50.75
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 9.1% 2.72 5.3% 35% False False 187,695
10 55.85 49.05 6.80 13.1% 2.89 5.6% 40% False False 144,668
20 56.10 49.05 7.05 13.6% 2.72 5.2% 39% False False 110,142
40 56.10 40.85 15.25 29.5% 2.80 5.4% 72% False False 81,596
60 56.10 40.85 15.25 29.5% 2.74 5.3% 72% False False 66,029
80 59.66 40.85 18.81 36.3% 2.86 5.5% 58% False False 55,245
100 61.33 40.85 20.48 39.6% 3.01 5.8% 53% False False 48,445
120 76.00 40.85 35.15 67.9% 3.16 6.1% 31% False False 42,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.59
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 61.16
2.618 58.14
1.618 56.29
1.000 55.15
0.618 54.44
HIGH 53.30
0.618 52.59
0.500 52.38
0.382 52.16
LOW 51.45
0.618 50.31
1.000 49.60
1.618 48.46
2.618 46.61
4.250 43.59
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 52.38 53.13
PP 52.17 52.68
S1 51.97 52.22

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

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