NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 51.32 50.46 -0.86 -1.7% 54.38
High 51.59 52.80 1.21 2.3% 54.41
Low 49.93 50.37 0.44 0.9% 49.07
Close 51.09 52.21 1.12 2.2% 52.94
Range 1.66 2.43 0.77 46.4% 5.34
ATR 2.46 2.46 0.00 -0.1% 0.00
Volume 84,617 68,904 -15,713 -18.6% 393,985
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.08 58.08 53.55
R3 56.65 55.65 52.88
R2 54.22 54.22 52.66
R1 53.22 53.22 52.43 53.72
PP 51.79 51.79 51.79 52.05
S1 50.79 50.79 51.99 51.29
S2 49.36 49.36 51.76
S3 46.93 48.36 51.54
S4 44.50 45.93 50.87
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 53.09 49.55 3.54 6.8% 2.22 4.3% 75% False False 81,922
10 55.28 49.07 6.21 11.9% 2.15 4.1% 51% False False 71,534
20 57.50 49.07 8.43 16.1% 2.43 4.7% 37% False False 61,858
40 57.50 45.30 12.20 23.4% 2.52 4.8% 57% False False 41,547
60 57.50 42.19 15.31 29.3% 2.50 4.8% 65% False False 33,061
80 60.72 42.19 18.53 35.5% 2.54 4.9% 54% False False 27,845
100 60.72 42.19 18.53 35.5% 2.71 5.2% 54% False False 23,666
120 72.11 42.19 29.92 57.3% 2.66 5.1% 33% False False 20,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.13
2.618 59.16
1.618 56.73
1.000 55.23
0.618 54.30
HIGH 52.80
0.618 51.87
0.500 51.59
0.382 51.30
LOW 50.37
0.618 48.87
1.000 47.94
1.618 46.44
2.618 44.01
4.250 40.04
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 52.00 51.87
PP 51.79 51.52
S1 51.59 51.18

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

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