NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 51.92 54.26 2.34 4.5% 52.60
High 54.81 56.27 1.46 2.7% 54.81
Low 51.55 54.05 2.50 4.8% 49.55
Close 54.54 56.18 1.64 3.0% 54.54
Range 3.26 2.22 -1.04 -31.9% 5.26
ATR 2.46 2.44 -0.02 -0.7% 0.00
Volume 76,665 82,964 6,299 8.2% 399,652
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 62.16 61.39 57.40
R3 59.94 59.17 56.79
R2 57.72 57.72 56.59
R1 56.95 56.95 56.38 57.34
PP 55.50 55.50 55.50 55.69
S1 54.73 54.73 55.98 55.12
S2 53.28 53.28 55.77
S3 51.06 52.51 55.57
S4 48.84 50.29 54.96
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.75 66.90 57.43
R3 63.49 61.64 55.99
R2 58.23 58.23 55.50
R1 56.38 56.38 55.02 57.31
PP 52.97 52.97 52.97 53.43
S1 51.12 51.12 54.06 52.05
S2 47.71 47.71 53.58
S3 42.45 45.86 53.09
S4 37.19 40.60 51.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.27 49.93 6.34 11.3% 2.23 4.0% 99% True False 82,511
10 56.27 49.07 7.20 12.8% 2.19 3.9% 99% True False 83,045
20 57.50 49.07 8.43 15.0% 2.39 4.2% 84% False False 69,352
40 57.50 46.25 11.25 20.0% 2.50 4.4% 88% False False 46,615
60 57.50 42.19 15.31 27.3% 2.55 4.5% 91% False False 36,842
80 57.50 42.19 15.31 27.3% 2.49 4.4% 91% False False 30,686
100 60.72 42.19 18.53 33.0% 2.69 4.8% 75% False False 26,095
120 70.85 42.19 28.66 51.0% 2.68 4.8% 49% False False 22,372
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.71
2.618 62.08
1.618 59.86
1.000 58.49
0.618 57.64
HIGH 56.27
0.618 55.42
0.500 55.16
0.382 54.90
LOW 54.05
0.618 52.68
1.000 51.83
1.618 50.46
2.618 48.24
4.250 44.62
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 55.84 55.40
PP 55.50 54.62
S1 55.16 53.84

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

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