NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 58.70 59.30 0.60 1.0% 59.74
High 59.85 59.60 -0.25 -0.4% 60.86
Low 57.54 56.74 -0.80 -1.4% 56.74
Close 59.42 57.00 -2.42 -4.1% 57.00
Range 2.31 2.86 0.55 23.8% 4.12
ATR 2.36 2.39 0.04 1.5% 0.00
Volume 179,963 136,774 -43,189 -24.0% 784,496
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 66.36 64.54 58.57
R3 63.50 61.68 57.79
R2 60.64 60.64 57.52
R1 58.82 58.82 57.26 58.30
PP 57.78 57.78 57.78 57.52
S1 55.96 55.96 56.74 55.44
S2 54.92 54.92 56.48
S3 52.06 53.10 56.21
S4 49.20 50.24 55.43
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 70.56 67.90 59.27
R3 66.44 63.78 58.13
R2 62.32 62.32 57.76
R1 59.66 59.66 57.38 58.93
PP 58.20 58.20 58.20 57.84
S1 55.54 55.54 56.62 54.81
S2 54.08 54.08 56.24
S3 49.96 51.42 55.87
S4 45.84 47.30 54.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.86 56.74 4.12 7.2% 2.31 4.1% 6% False True 156,899
10 60.86 54.05 6.81 11.9% 2.30 4.0% 43% False False 142,718
20 60.86 49.07 11.79 20.7% 2.33 4.1% 67% False False 111,040
40 60.86 49.07 11.79 20.7% 2.34 4.1% 67% False False 75,738
60 60.86 42.80 18.06 31.7% 2.49 4.4% 79% False False 56,790
80 60.86 42.19 18.67 32.8% 2.48 4.4% 79% False False 46,098
100 60.86 42.19 18.67 32.8% 2.60 4.6% 79% False False 38,885
120 61.20 42.19 19.01 33.4% 2.66 4.7% 78% False False 33,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 71.76
2.618 67.09
1.618 64.23
1.000 62.46
0.618 61.37
HIGH 59.60
0.618 58.51
0.500 58.17
0.382 57.83
LOW 56.74
0.618 54.97
1.000 53.88
1.618 52.11
2.618 49.25
4.250 44.59
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 58.17 58.72
PP 57.78 58.15
S1 57.39 57.57

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

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