NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 60.15 58.70 -1.45 -2.4% 54.26
High 60.70 59.85 -0.85 -1.4% 59.85
Low 58.35 57.54 -0.81 -1.4% 54.05
Close 58.97 59.42 0.45 0.8% 59.74
Range 2.35 2.31 -0.04 -1.7% 5.80
ATR 2.36 2.36 0.00 -0.2% 0.00
Volume 164,136 179,963 15,827 9.6% 642,685
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 65.87 64.95 60.69
R3 63.56 62.64 60.06
R2 61.25 61.25 59.84
R1 60.33 60.33 59.63 60.79
PP 58.94 58.94 58.94 59.17
S1 58.02 58.02 59.21 58.48
S2 56.63 56.63 59.00
S3 54.32 55.71 58.78
S4 52.01 53.40 58.15
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.28 73.31 62.93
R3 69.48 67.51 61.34
R2 63.68 63.68 60.80
R1 61.71 61.71 60.27 62.70
PP 57.88 57.88 57.88 58.37
S1 55.91 55.91 59.21 56.90
S2 52.08 52.08 58.68
S3 46.28 50.11 58.15
S4 40.48 44.31 56.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.86 57.39 3.47 5.8% 2.23 3.8% 59% False False 164,860
10 60.86 51.55 9.31 15.7% 2.34 3.9% 85% False False 136,707
20 60.86 49.07 11.79 19.8% 2.26 3.8% 88% False False 106,566
40 60.86 49.07 11.79 19.8% 2.36 4.0% 88% False False 72,894
60 60.86 42.19 18.67 31.4% 2.50 4.2% 92% False False 54,783
80 60.86 42.19 18.67 31.4% 2.47 4.2% 92% False False 44,610
100 60.86 42.19 18.67 31.4% 2.59 4.4% 92% False False 37,600
120 61.20 42.19 19.01 32.0% 2.66 4.5% 91% False False 32,235
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.67
2.618 65.90
1.618 63.59
1.000 62.16
0.618 61.28
HIGH 59.85
0.618 58.97
0.500 58.70
0.382 58.42
LOW 57.54
0.618 56.11
1.000 55.23
1.618 53.80
2.618 51.49
4.250 47.72
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 59.18 59.35
PP 58.94 59.27
S1 58.70 59.20

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

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