NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 51.93 53.04 1.11 2.1% 49.88
High 53.24 55.76 2.52 4.7% 50.83
Low 50.23 52.43 2.20 4.4% 46.25
Close 51.64 54.79 3.15 6.1% 49.05
Range 3.01 3.33 0.32 10.6% 4.58
ATR 2.84 2.93 0.09 3.2% 0.00
Volume 18,938 23,003 4,065 21.5% 108,689
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.32 62.88 56.62
R3 60.99 59.55 55.71
R2 57.66 57.66 55.40
R1 56.22 56.22 55.10 56.94
PP 54.33 54.33 54.33 54.69
S1 52.89 52.89 54.48 53.61
S2 51.00 51.00 54.18
S3 47.67 49.56 53.87
S4 44.34 46.23 52.96
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.45 60.33 51.57
R3 57.87 55.75 50.31
R2 53.29 53.29 49.89
R1 51.17 51.17 49.47 49.94
PP 48.71 48.71 48.71 48.10
S1 46.59 46.59 48.63 45.36
S2 44.13 44.13 48.21
S3 39.55 42.01 47.79
S4 34.97 37.43 46.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.76 47.02 8.74 16.0% 3.03 5.5% 89% True False 17,110
10 55.76 46.25 9.51 17.4% 2.90 5.3% 90% True False 20,014
20 55.76 42.80 12.96 23.7% 2.79 5.1% 93% True False 18,893
40 55.76 42.19 13.57 24.8% 2.62 4.8% 93% True False 16,459
60 60.72 42.19 18.53 33.8% 2.77 5.1% 68% False False 14,316
80 61.20 42.19 19.01 34.7% 2.82 5.1% 66% False False 12,148
100 76.25 42.19 34.06 62.2% 2.70 4.9% 37% False False 10,334
120 107.23 42.19 65.04 118.7% 2.49 4.5% 19% False False 8,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.91
2.618 64.48
1.618 61.15
1.000 59.09
0.618 57.82
HIGH 55.76
0.618 54.49
0.500 54.10
0.382 53.70
LOW 52.43
0.618 50.37
1.000 49.10
1.618 47.04
2.618 43.71
4.250 38.28
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 54.56 54.00
PP 54.33 53.21
S1 54.10 52.43

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

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