NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 48.49 49.65 1.16 2.4% 52.26
High 49.92 51.75 1.83 3.7% 52.41
Low 48.37 49.06 0.69 1.4% 46.72
Close 49.62 51.55 1.93 3.9% 51.55
Range 1.55 2.69 1.14 73.5% 5.69
ATR 2.58 2.59 0.01 0.3% 0.00
Volume 238,729 227,296 -11,433 -4.8% 1,172,699
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.86 57.89 53.03
R3 56.17 55.20 52.29
R2 53.48 53.48 52.04
R1 52.51 52.51 51.80 53.00
PP 50.79 50.79 50.79 51.03
S1 49.82 49.82 51.30 50.31
S2 48.10 48.10 51.06
S3 45.41 47.13 50.81
S4 42.72 44.44 50.07
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.30 65.11 54.68
R3 61.61 59.42 53.11
R2 55.92 55.92 52.59
R1 53.73 53.73 52.07 51.98
PP 50.23 50.23 50.23 49.35
S1 48.04 48.04 51.03 46.29
S2 44.54 44.54 50.51
S3 38.85 42.35 49.99
S4 33.16 36.66 48.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.41 46.72 5.69 11.0% 2.48 4.8% 85% False False 234,539
10 54.81 46.72 8.09 15.7% 2.26 4.4% 60% False False 206,756
20 55.85 46.72 9.13 17.7% 2.65 5.1% 53% False False 157,236
40 56.10 43.03 13.07 25.4% 2.72 5.3% 65% False False 110,448
60 56.10 40.85 15.25 29.6% 2.63 5.1% 70% False False 86,703
80 59.66 40.85 18.81 36.5% 2.81 5.5% 57% False False 72,102
100 59.66 40.85 18.81 36.5% 2.90 5.6% 57% False False 62,143
120 76.00 40.85 35.15 68.2% 3.06 5.9% 30% False False 54,264
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 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.18
2.618 58.79
1.618 56.10
1.000 54.44
0.618 53.41
HIGH 51.75
0.618 50.72
0.500 50.41
0.382 50.09
LOW 49.06
0.618 47.40
1.000 46.37
1.618 44.71
2.618 42.02
4.250 37.63
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 51.17 50.94
PP 50.79 50.33
S1 50.41 49.73

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

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