NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 54.50 55.92 1.42 2.6% 48.25
High 55.46 57.29 1.83 3.3% 55.76
Low 53.90 55.01 1.11 2.1% 47.02
Close 55.20 57.20 2.00 3.6% 55.20
Range 1.56 2.28 0.72 46.2% 8.74
ATR 2.83 2.79 -0.04 -1.4% 0.00
Volume 24,973 16,428 -8,545 -34.2% 95,576
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.34 62.55 58.45
R3 61.06 60.27 57.83
R2 58.78 58.78 57.62
R1 57.99 57.99 57.41 58.39
PP 56.50 56.50 56.50 56.70
S1 55.71 55.71 56.99 56.11
S2 54.22 54.22 56.78
S3 51.94 53.43 56.57
S4 49.66 51.15 55.95
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 78.88 75.78 60.01
R3 70.14 67.04 57.60
R2 61.40 61.40 56.80
R1 58.30 58.30 56.00 59.85
PP 52.66 52.66 52.66 53.44
S1 49.56 49.56 54.40 51.11
S2 43.92 43.92 53.60
S3 35.18 40.82 52.80
S4 26.44 32.08 50.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.29 49.09 8.20 14.3% 2.74 4.8% 99% True False 20,134
10 57.29 46.25 11.04 19.3% 2.80 4.9% 99% True False 20,562
20 57.29 43.69 13.60 23.8% 2.72 4.8% 99% True False 19,423
40 57.29 42.19 15.10 26.4% 2.55 4.5% 99% True False 16,813
60 60.72 42.19 18.53 32.4% 2.73 4.8% 81% False False 14,716
80 61.20 42.19 19.01 33.2% 2.79 4.9% 79% False False 12,568
100 76.25 42.19 34.06 59.5% 2.70 4.7% 44% False False 10,653
120 102.25 42.19 60.06 105.0% 2.52 4.4% 25% False False 9,315
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.98
2.618 63.26
1.618 60.98
1.000 59.57
0.618 58.70
HIGH 57.29
0.618 56.42
0.500 56.15
0.382 55.88
LOW 55.01
0.618 53.60
1.000 52.73
1.618 51.32
2.618 49.04
4.250 45.32
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 56.85 56.42
PP 56.50 55.64
S1 56.15 54.86

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

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