NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 56.47 59.16 2.69 4.8% 58.49
High 59.33 60.48 1.15 1.9% 60.08
Low 56.12 58.55 2.43 4.3% 56.07
Close 59.03 59.65 0.62 1.1% 56.34
Range 3.21 1.93 -1.28 -39.9% 4.01
ATR 2.54 2.49 -0.04 -1.7% 0.00
Volume 216,088 134,714 -81,374 -37.7% 1,460,064
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 65.35 64.43 60.71
R3 63.42 62.50 60.18
R2 61.49 61.49 60.00
R1 60.57 60.57 59.83 61.03
PP 59.56 59.56 59.56 59.79
S1 58.64 58.64 59.47 59.10
S2 57.63 57.63 59.30
S3 55.70 56.71 59.12
S4 53.77 54.78 58.59
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 69.53 66.94 58.55
R3 65.52 62.93 57.44
R2 61.51 61.51 57.08
R1 58.92 58.92 56.71 58.21
PP 57.50 57.50 57.50 57.14
S1 54.91 54.91 55.97 54.20
S2 53.49 53.49 55.60
S3 49.48 50.90 55.24
S4 45.47 46.89 54.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.48 56.07 4.41 7.4% 2.58 4.3% 81% True False 245,803
10 60.48 53.57 6.91 11.6% 2.56 4.3% 88% True False 275,730
20 60.48 47.70 12.78 21.4% 2.35 3.9% 94% True False 255,794
40 60.48 46.72 13.76 23.1% 2.52 4.2% 94% True False 194,517
60 60.48 42.27 18.21 30.5% 2.63 4.4% 95% True False 148,790
80 60.48 40.85 19.63 32.9% 2.60 4.4% 96% True False 120,840
100 60.48 40.85 19.63 32.9% 2.75 4.6% 96% True False 101,603
120 61.33 40.85 20.48 34.3% 2.85 4.8% 92% False False 88,513
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 68.68
2.618 65.53
1.618 63.60
1.000 62.41
0.618 61.67
HIGH 60.48
0.618 59.74
0.500 59.52
0.382 59.29
LOW 58.55
0.618 57.36
1.000 56.62
1.618 55.43
2.618 53.50
4.250 50.35
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 59.61 59.19
PP 59.56 58.73
S1 59.52 58.28

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

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