NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 50.38 51.13 0.75 1.5% 54.38
High 51.38 53.09 1.71 3.3% 54.41
Low 50.09 50.40 0.31 0.6% 49.07
Close 51.07 52.94 1.87 3.7% 52.94
Range 1.29 2.69 1.40 108.5% 5.34
ATR 2.44 2.46 0.02 0.7% 0.00
Volume 95,249 90,781 -4,468 -4.7% 393,985
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.21 59.27 54.42
R3 57.52 56.58 53.68
R2 54.83 54.83 53.43
R1 53.89 53.89 53.19 54.36
PP 52.14 52.14 52.14 52.38
S1 51.20 51.20 52.69 51.67
S2 49.45 49.45 52.45
S3 46.76 48.51 52.20
S4 44.07 45.82 51.46
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.16 65.89 55.88
R3 62.82 60.55 54.41
R2 57.48 57.48 53.92
R1 55.21 55.21 53.43 53.68
PP 52.14 52.14 52.14 51.37
S1 49.87 49.87 52.45 48.34
S2 46.80 46.80 51.96
S3 41.46 44.53 51.47
S4 36.12 39.19 50.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.41 49.07 5.34 10.1% 2.32 4.4% 72% False False 78,797
10 56.88 49.07 7.81 14.8% 2.15 4.1% 50% False False 68,798
20 57.50 49.07 8.43 15.9% 2.49 4.7% 46% False False 54,262
40 57.50 44.27 13.23 25.0% 2.54 4.8% 66% False False 37,359
60 57.50 42.19 15.31 28.9% 2.47 4.7% 70% False False 29,884
80 60.72 42.19 18.53 35.0% 2.63 5.0% 58% False False 25,343
100 60.72 42.19 18.53 35.0% 2.72 5.1% 58% False False 21,528
120 76.25 42.19 34.06 64.3% 2.67 5.0% 32% False False 18,497
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 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.52
2.618 60.13
1.618 57.44
1.000 55.78
0.618 54.75
HIGH 53.09
0.618 52.06
0.500 51.75
0.382 51.43
LOW 50.40
0.618 48.74
1.000 47.71
1.618 46.05
2.618 43.36
4.250 38.97
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 52.54 52.43
PP 52.14 51.92
S1 51.75 51.41

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

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