NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 57.00 55.73 -1.27 -2.2% 55.10
High 57.50 56.29 -1.21 -2.1% 57.24
Low 54.11 53.67 -0.44 -0.8% 50.63
Close 55.40 54.29 -1.11 -2.0% 56.52
Range 3.39 2.62 -0.77 -22.7% 6.61
ATR 2.78 2.76 -0.01 -0.4% 0.00
Volume 38,007 39,364 1,357 3.6% 159,277
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.61 61.07 55.73
R3 59.99 58.45 55.01
R2 57.37 57.37 54.77
R1 55.83 55.83 54.53 55.29
PP 54.75 54.75 54.75 54.48
S1 53.21 53.21 54.05 52.67
S2 52.13 52.13 53.81
S3 49.51 50.59 53.57
S4 46.89 47.97 52.85
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 74.63 72.18 60.16
R3 68.02 65.57 58.34
R2 61.41 61.41 57.73
R1 58.96 58.96 57.13 60.19
PP 54.80 54.80 54.80 55.41
S1 52.35 52.35 55.91 53.58
S2 48.19 48.19 55.31
S3 41.58 45.74 54.70
S4 34.97 39.13 52.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.50 50.63 6.87 12.7% 2.81 5.2% 53% False False 37,304
10 57.50 50.63 6.87 12.7% 2.62 4.8% 53% False False 30,706
20 57.50 46.25 11.25 20.7% 2.66 4.9% 71% False False 25,467
40 57.50 42.19 15.31 28.2% 2.65 4.9% 79% False False 21,694
60 57.50 42.19 15.31 28.2% 2.56 4.7% 79% False False 18,680
80 60.72 42.19 18.53 34.1% 2.77 5.1% 65% False False 16,085
100 65.19 42.19 23.00 42.4% 2.73 5.0% 53% False False 13,707
120 78.55 42.19 36.36 67.0% 2.59 4.8% 33% False False 11,894
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.43
2.618 63.15
1.618 60.53
1.000 58.91
0.618 57.91
HIGH 56.29
0.618 55.29
0.500 54.98
0.382 54.67
LOW 53.67
0.618 52.05
1.000 51.05
1.618 49.43
2.618 46.81
4.250 42.54
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 54.98 55.59
PP 54.75 55.15
S1 54.52 54.72

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

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