NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 54.59 54.23 -0.36 -0.7% 56.41
High 55.20 55.28 0.08 0.1% 56.88
Low 53.82 53.90 0.08 0.1% 53.67
Close 54.36 54.56 0.20 0.4% 54.56
Range 1.38 1.38 0.00 0.0% 3.21
ATR 2.62 2.53 -0.09 -3.4% 0.00
Volume 50,486 47,288 -3,198 -6.3% 294,001
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.72 58.02 55.32
R3 57.34 56.64 54.94
R2 55.96 55.96 54.81
R1 55.26 55.26 54.69 55.61
PP 54.58 54.58 54.58 54.76
S1 53.88 53.88 54.43 54.23
S2 53.20 53.20 54.31
S3 51.82 52.50 54.18
S4 50.44 51.12 53.80
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.67 62.82 56.33
R3 61.46 59.61 55.44
R2 58.25 58.25 55.15
R1 56.40 56.40 54.85 55.72
PP 55.04 55.04 55.04 54.70
S1 53.19 53.19 54.27 52.51
S2 51.83 51.83 53.97
S3 48.62 49.98 53.68
S4 45.41 46.77 52.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.88 53.67 3.21 5.9% 1.97 3.6% 28% False False 58,800
10 57.50 52.57 4.93 9.0% 2.42 4.4% 40% False False 54,891
20 57.50 50.63 6.87 12.6% 2.36 4.3% 57% False False 40,436
40 57.50 42.80 14.70 26.9% 2.57 4.7% 80% False False 29,664
60 57.50 42.19 15.31 28.1% 2.53 4.6% 81% False False 24,451
80 60.72 42.19 18.53 34.0% 2.67 4.9% 67% False False 20,846
100 61.20 42.19 19.01 34.8% 2.73 5.0% 65% False False 17,806
120 76.25 42.19 34.06 62.4% 2.64 4.8% 36% False False 15,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.62
Fibonacci Retracements and Extensions
4.250 61.15
2.618 58.89
1.618 57.51
1.000 56.66
0.618 56.13
HIGH 55.28
0.618 54.75
0.500 54.59
0.382 54.43
LOW 53.90
0.618 53.05
1.000 52.52
1.618 51.67
2.618 50.29
4.250 48.04
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 54.59 54.60
PP 54.58 54.59
S1 54.57 54.57

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

View Archives - Comment on this page... - Back to Index of Symbols