NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 55.40 56.65 1.25 2.3% 55.92
High 57.28 56.93 -0.35 -0.6% 57.29
Low 55.40 54.50 -0.90 -1.6% 54.50
Close 57.04 55.48 -1.56 -2.7% 55.48
Range 1.88 2.43 0.55 29.3% 2.79
ATR 2.60 2.59 0.00 -0.2% 0.00
Volume 28,271 21,528 -6,743 -23.9% 114,028
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.93 61.63 56.82
R3 60.50 59.20 56.15
R2 58.07 58.07 55.93
R1 56.77 56.77 55.70 56.21
PP 55.64 55.64 55.64 55.35
S1 54.34 54.34 55.26 53.78
S2 53.21 53.21 55.03
S3 50.78 51.91 54.81
S4 48.35 49.48 54.14
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.13 62.59 57.01
R3 61.34 59.80 56.25
R2 58.55 58.55 55.99
R1 57.01 57.01 55.74 56.39
PP 55.76 55.76 55.76 55.44
S1 54.22 54.22 55.22 53.60
S2 52.97 52.97 54.97
S3 50.18 51.43 54.71
S4 47.39 48.64 53.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.29 54.50 2.79 5.0% 1.95 3.5% 35% False True 22,805
10 57.29 47.02 10.27 18.5% 2.44 4.4% 82% False False 20,960
20 57.29 44.27 13.02 23.5% 2.60 4.7% 86% False False 20,199
40 57.29 42.19 15.10 27.2% 2.48 4.5% 88% False False 17,933
60 60.72 42.19 18.53 33.4% 2.69 4.8% 72% False False 15,958
80 60.72 42.19 18.53 33.4% 2.76 5.0% 72% False False 13,587
100 76.25 42.19 34.06 61.4% 2.69 4.9% 39% False False 11,531
120 91.84 42.19 49.65 89.5% 2.58 4.6% 27% False False 10,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 67.26
2.618 63.29
1.618 60.86
1.000 59.36
0.618 58.43
HIGH 56.93
0.618 56.00
0.500 55.72
0.382 55.43
LOW 54.50
0.618 53.00
1.000 52.07
1.618 50.57
2.618 48.14
4.250 44.17
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 55.72 55.89
PP 55.64 55.75
S1 55.56 55.62

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

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