NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 51.45 50.10 -1.35 -2.6% 52.26
High 51.45 50.19 -1.26 -2.4% 52.41
Low 48.01 48.55 0.54 1.1% 46.72
Close 50.14 49.92 -0.22 -0.4% 51.55
Range 3.44 1.64 -1.80 -52.3% 5.69
ATR 2.66 2.59 -0.07 -2.7% 0.00
Volume 230,864 265,293 34,429 14.9% 1,172,699
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 54.47 53.84 50.82
R3 52.83 52.20 50.37
R2 51.19 51.19 50.22
R1 50.56 50.56 50.07 50.06
PP 49.55 49.55 49.55 49.30
S1 48.92 48.92 49.77 48.42
S2 47.91 47.91 49.62
S3 46.27 47.28 49.47
S4 44.63 45.64 49.02
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 51.75 47.70 4.05 8.1% 2.14 4.3% 55% False False 250,021
10 53.30 46.72 6.58 13.2% 2.23 4.5% 49% False False 219,174
20 55.85 46.72 9.13 18.3% 2.57 5.2% 35% False False 175,703
40 56.10 43.03 13.07 26.2% 2.69 5.4% 53% False False 120,270
60 56.10 40.85 15.25 30.5% 2.65 5.3% 59% False False 93,961
80 59.66 40.85 18.81 37.7% 2.76 5.5% 48% False False 77,951
100 59.66 40.85 18.81 37.7% 2.88 5.8% 48% False False 66,859
120 76.00 40.85 35.15 70.4% 3.04 6.1% 26% False False 58,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.16
2.618 54.48
1.618 52.84
1.000 51.83
0.618 51.20
HIGH 50.19
0.618 49.56
0.500 49.37
0.382 49.18
LOW 48.55
0.618 47.54
1.000 46.91
1.618 45.90
2.618 44.26
4.250 41.58
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 49.74 49.91
PP 49.55 49.89
S1 49.37 49.88

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

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