NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 50.46 51.95 1.49 3.0% 54.38
High 52.80 52.98 0.18 0.3% 54.41
Low 50.37 51.41 1.04 2.1% 49.07
Close 52.21 52.28 0.07 0.1% 52.94
Range 2.43 1.57 -0.86 -35.4% 5.34
ATR 2.46 2.40 -0.06 -2.6% 0.00
Volume 68,904 99,405 30,501 44.3% 393,985
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.93 56.18 53.14
R3 55.36 54.61 52.71
R2 53.79 53.79 52.57
R1 53.04 53.04 52.42 53.42
PP 52.22 52.22 52.22 52.41
S1 51.47 51.47 52.14 51.85
S2 50.65 50.65 51.99
S3 49.08 49.90 51.85
S4 47.51 48.33 51.42
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% 2.28 4.4% 77% False False 82,753
10 55.28 49.07 6.21 11.9% 2.17 4.2% 52% False False 76,426
20 57.50 49.07 8.43 16.1% 2.44 4.7% 38% False False 64,977
40 57.50 46.25 11.25 21.5% 2.46 4.7% 54% False False 43,672
60 57.50 42.19 15.31 29.3% 2.51 4.8% 66% False False 34,552
80 60.72 42.19 18.53 35.4% 2.52 4.8% 54% False False 28,974
100 60.72 42.19 18.53 35.4% 2.70 5.2% 54% False False 24,615
120 70.85 42.19 28.66 54.8% 2.66 5.1% 35% False False 21,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.65
2.618 57.09
1.618 55.52
1.000 54.55
0.618 53.95
HIGH 52.98
0.618 52.38
0.500 52.20
0.382 52.01
LOW 51.41
0.618 50.44
1.000 49.84
1.618 48.87
2.618 47.30
4.250 44.74
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 52.25 52.01
PP 52.22 51.73
S1 52.20 51.46

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

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