NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 54.26 56.16 1.90 3.5% 52.60
High 56.27 56.50 0.23 0.4% 54.81
Low 54.05 55.20 1.15 2.1% 49.55
Close 56.18 55.44 -0.74 -1.3% 54.54
Range 2.22 1.30 -0.92 -41.4% 5.26
ATR 2.44 2.36 -0.08 -3.3% 0.00
Volume 82,964 98,058 15,094 18.2% 399,652
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 59.61 58.83 56.16
R3 58.31 57.53 55.80
R2 57.01 57.01 55.68
R1 56.23 56.23 55.56 55.97
PP 55.71 55.71 55.71 55.59
S1 54.93 54.93 55.32 54.67
S2 54.41 54.41 55.20
S3 53.11 53.63 55.08
S4 51.81 52.33 54.73
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 56.50 50.37 6.13 11.1% 2.16 3.9% 83% True False 85,199
10 56.50 49.55 6.95 12.5% 2.09 3.8% 85% True False 86,696
20 57.00 49.07 7.93 14.3% 2.28 4.1% 80% False False 72,355
40 57.50 46.25 11.25 20.3% 2.46 4.4% 82% False False 48,690
60 57.50 42.19 15.31 27.6% 2.52 4.5% 87% False False 38,226
80 57.50 42.19 15.31 27.6% 2.47 4.5% 87% False False 31,755
100 60.72 42.19 18.53 33.4% 2.68 4.8% 72% False False 27,001
120 66.15 42.19 23.96 43.2% 2.65 4.8% 55% False False 23,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.03
2.618 59.90
1.618 58.60
1.000 57.80
0.618 57.30
HIGH 56.50
0.618 56.00
0.500 55.85
0.382 55.70
LOW 55.20
0.618 54.40
1.000 53.90
1.618 53.10
2.618 51.80
4.250 49.68
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 55.85 54.97
PP 55.71 54.50
S1 55.58 54.03

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

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