NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 55.73 53.65 -2.08 -3.7% 55.10
High 56.29 56.19 -0.10 -0.2% 57.24
Low 53.67 52.57 -1.10 -2.0% 50.63
Close 54.29 54.48 0.19 0.3% 56.52
Range 2.62 3.62 1.00 38.2% 6.61
ATR 2.76 2.83 0.06 2.2% 0.00
Volume 39,364 54,718 15,354 39.0% 159,277
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.27 63.50 56.47
R3 61.65 59.88 55.48
R2 58.03 58.03 55.14
R1 56.26 56.26 54.81 57.15
PP 54.41 54.41 54.41 54.86
S1 52.64 52.64 54.15 53.53
S2 50.79 50.79 53.82
S3 47.17 49.02 53.48
S4 43.55 45.40 52.49
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 51.95 5.55 10.2% 3.24 6.0% 46% False False 40,842
10 57.50 50.63 6.87 12.6% 2.78 5.1% 56% False False 34,116
20 57.50 46.25 11.25 20.6% 2.70 5.0% 73% False False 27,041
40 57.50 42.19 15.31 28.1% 2.65 4.9% 80% False False 22,796
60 57.50 42.19 15.31 28.1% 2.60 4.8% 80% False False 19,414
80 60.72 42.19 18.53 34.0% 2.75 5.0% 66% False False 16,664
100 65.19 42.19 23.00 42.2% 2.75 5.1% 53% False False 14,219
120 78.55 42.19 36.36 66.7% 2.62 4.8% 34% False False 12,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.58
2.618 65.67
1.618 62.05
1.000 59.81
0.618 58.43
HIGH 56.19
0.618 54.81
0.500 54.38
0.382 53.95
LOW 52.57
0.618 50.33
1.000 48.95
1.618 46.71
2.618 43.09
4.250 37.19
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 54.45 55.04
PP 54.41 54.85
S1 54.38 54.67

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

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