NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 53.65 54.86 1.21 2.3% 55.10
High 56.19 57.00 0.81 1.4% 57.24
Low 52.57 54.58 2.01 3.8% 50.63
Close 54.48 56.90 2.42 4.4% 56.52
Range 3.62 2.42 -1.20 -33.1% 6.61
ATR 2.83 2.80 -0.02 -0.8% 0.00
Volume 54,718 84,368 29,650 54.2% 159,277
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.42 62.58 58.23
R3 61.00 60.16 57.57
R2 58.58 58.58 57.34
R1 57.74 57.74 57.12 58.16
PP 56.16 56.16 56.16 56.37
S1 55.32 55.32 56.68 55.74
S2 53.74 53.74 56.46
S3 51.32 52.90 56.23
S4 48.90 50.48 55.57
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 52.57 4.93 8.7% 2.86 5.0% 88% False False 50,983
10 57.50 50.63 6.87 12.1% 2.84 5.0% 91% False False 39,726
20 57.50 47.02 10.48 18.4% 2.62 4.6% 94% False False 30,014
40 57.50 42.19 15.31 26.9% 2.67 4.7% 96% False False 24,609
60 57.50 42.19 15.31 26.9% 2.59 4.6% 96% False False 20,683
80 60.72 42.19 18.53 32.6% 2.74 4.8% 79% False False 17,597
100 64.57 42.19 22.38 39.3% 2.74 4.8% 66% False False 15,037
120 78.55 42.19 36.36 63.9% 2.60 4.6% 40% False False 13,007
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.29
2.618 63.34
1.618 60.92
1.000 59.42
0.618 58.50
HIGH 57.00
0.618 56.08
0.500 55.79
0.382 55.50
LOW 54.58
0.618 53.08
1.000 52.16
1.618 50.66
2.618 48.24
4.250 44.30
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 56.53 56.20
PP 56.16 55.49
S1 55.79 54.79

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

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