NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 50.95 52.62 1.67 3.3% 51.45
High 53.65 54.64 0.99 1.8% 53.65
Low 50.43 52.56 2.13 4.2% 48.01
Close 53.20 54.47 1.27 2.4% 53.20
Range 3.22 2.08 -1.14 -35.4% 5.64
ATR 2.56 2.52 -0.03 -1.3% 0.00
Volume 208,296 248,750 40,454 19.4% 1,126,102
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 60.13 59.38 55.61
R3 58.05 57.30 55.04
R2 55.97 55.97 54.85
R1 55.22 55.22 54.66 55.60
PP 53.89 53.89 53.89 54.08
S1 53.14 53.14 54.28 53.52
S2 51.81 51.81 54.09
S3 49.73 51.06 53.90
S4 47.65 48.98 53.33
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.54 66.51 56.30
R3 62.90 60.87 54.75
R2 57.26 57.26 54.23
R1 55.23 55.23 53.72 56.25
PP 51.62 51.62 51.62 52.13
S1 49.59 49.59 52.68 50.61
S2 45.98 45.98 52.17
S3 40.34 43.95 51.65
S4 34.70 38.31 50.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.64 48.55 6.09 11.2% 2.19 4.0% 97% True False 228,797
10 54.64 46.72 7.92 14.5% 2.26 4.2% 98% True False 238,390
20 55.70 46.72 8.98 16.5% 2.50 4.6% 86% False False 199,373
40 56.10 45.08 11.02 20.2% 2.65 4.9% 85% False False 137,441
60 56.10 40.85 15.25 28.0% 2.68 4.9% 89% False False 106,733
80 56.10 40.85 15.25 28.0% 2.66 4.9% 89% False False 87,862
100 59.66 40.85 18.81 34.5% 2.85 5.2% 72% False False 74,631
120 70.47 40.85 29.62 54.4% 2.96 5.4% 46% False False 64,934
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.48
2.618 60.09
1.618 58.01
1.000 56.72
0.618 55.93
HIGH 54.64
0.618 53.85
0.500 53.60
0.382 53.35
LOW 52.56
0.618 51.27
1.000 50.48
1.618 49.19
2.618 47.11
4.250 43.72
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 54.18 53.79
PP 53.89 53.11
S1 53.60 52.43

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

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