NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 59.30 57.22 -2.08 -3.5% 59.74
High 59.60 59.92 0.32 0.5% 60.86
Low 56.74 56.76 0.02 0.0% 56.74
Close 57.00 59.59 2.59 4.5% 57.00
Range 2.86 3.16 0.30 10.5% 4.12
ATR 2.39 2.45 0.05 2.3% 0.00
Volume 136,774 163,458 26,684 19.5% 784,496
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 68.24 67.07 61.33
R3 65.08 63.91 60.46
R2 61.92 61.92 60.17
R1 60.75 60.75 59.88 61.34
PP 58.76 58.76 58.76 59.05
S1 57.59 57.59 59.30 58.18
S2 55.60 55.60 59.01
S3 52.44 54.43 58.72
S4 49.28 51.27 57.85
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 6.9% 2.56 4.3% 69% False False 159,807
10 60.86 55.10 5.76 9.7% 2.40 4.0% 78% False False 150,767
20 60.86 49.07 11.79 19.8% 2.29 3.8% 89% False False 116,906
40 60.86 49.07 11.79 19.8% 2.38 4.0% 89% False False 79,200
60 60.86 43.42 17.44 29.3% 2.51 4.2% 93% False False 59,201
80 60.86 42.19 18.67 31.3% 2.49 4.2% 93% False False 47,967
100 60.86 42.19 18.67 31.3% 2.60 4.4% 93% False False 40,440
120 61.20 42.19 19.01 31.9% 2.67 4.5% 92% False False 34,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 73.35
2.618 68.19
1.618 65.03
1.000 63.08
0.618 61.87
HIGH 59.92
0.618 58.71
0.500 58.34
0.382 57.97
LOW 56.76
0.618 54.81
1.000 53.60
1.618 51.65
2.618 48.49
4.250 43.33
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 59.17 59.17
PP 58.76 58.75
S1 58.34 58.33

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

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