NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 55.29 54.40 -0.89 -1.6% 57.00
High 56.51 55.53 -0.98 -1.7% 57.50
Low 54.27 53.67 -0.60 -1.1% 52.57
Close 54.93 54.09 -0.84 -1.5% 56.90
Range 2.24 1.86 -0.38 -17.0% 4.93
ATR 2.78 2.71 -0.07 -2.4% 0.00
Volume 57,437 69,081 11,644 20.3% 216,457
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.01 58.91 55.11
R3 58.15 57.05 54.60
R2 56.29 56.29 54.43
R1 55.19 55.19 54.26 54.81
PP 54.43 54.43 54.43 54.24
S1 53.33 53.33 53.92 52.95
S2 52.57 52.57 53.75
S3 50.71 51.47 53.58
S4 48.85 49.61 53.07
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.45 68.60 59.61
R3 65.52 63.67 58.26
R2 60.59 60.59 57.80
R1 58.74 58.74 57.35 57.20
PP 55.66 55.66 55.66 54.89
S1 53.81 53.81 56.45 52.27
S2 50.73 50.73 56.00
S3 45.80 48.88 55.54
S4 40.87 43.95 54.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.00 52.57 4.43 8.2% 2.63 4.9% 34% False False 67,062
10 57.50 50.63 6.87 12.7% 2.72 5.0% 50% False False 52,183
20 57.50 50.23 7.27 13.4% 2.54 4.7% 53% False False 37,645
40 57.50 42.19 15.31 28.3% 2.64 4.9% 78% False False 28,136
60 57.50 42.19 15.31 28.3% 2.56 4.7% 78% False False 23,273
80 60.72 42.19 18.53 34.3% 2.69 5.0% 64% False False 19,856
100 61.20 42.19 19.01 35.1% 2.74 5.1% 63% False False 16,892
120 76.25 42.19 34.06 63.0% 2.64 4.9% 35% False False 14,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 63.44
2.618 60.40
1.618 58.54
1.000 57.39
0.618 56.68
HIGH 55.53
0.618 54.82
0.500 54.60
0.382 54.38
LOW 53.67
0.618 52.52
1.000 51.81
1.618 50.66
2.618 48.80
4.250 45.77
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 54.60 55.28
PP 54.43 54.88
S1 54.26 54.49

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

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