NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 54.10 55.53 1.43 2.6% 48.23
High 56.84 56.40 -0.44 -0.8% 56.84
Low 54.10 55.09 0.99 1.8% 48.06
Close 55.86 56.28 0.42 0.8% 56.28
Range 2.74 1.31 -1.43 -52.2% 8.78
ATR 2.60 2.51 -0.09 -3.5% 0.00
Volume 9,720 9,894 174 1.8% 43,303
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.85 59.38 57.00
R3 58.54 58.07 56.64
R2 57.23 57.23 56.52
R1 56.76 56.76 56.40 57.00
PP 55.92 55.92 55.92 56.04
S1 55.45 55.45 56.16 55.69
S2 54.61 54.61 56.04
S3 53.30 54.14 55.92
S4 51.99 52.83 55.56
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 80.07 76.95 61.11
R3 71.29 68.17 58.69
R2 62.51 62.51 57.89
R1 59.39 59.39 57.08 60.95
PP 53.73 53.73 53.73 54.51
S1 50.61 50.61 55.48 52.17
S2 44.95 44.95 54.67
S3 36.17 41.83 53.87
S4 27.39 33.05 51.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.84 48.06 8.78 15.6% 2.54 4.5% 94% False False 8,660
10 56.84 47.14 9.70 17.2% 2.50 4.4% 94% False False 9,995
20 56.84 44.41 12.43 22.1% 2.40 4.3% 95% False False 10,270
40 56.84 43.34 13.50 24.0% 2.22 3.9% 96% False False 8,544
60 60.48 43.34 17.14 30.5% 2.10 3.7% 75% False False 6,968
80 62.08 43.34 18.74 33.3% 1.79 3.2% 69% False False 5,982
100 76.95 43.34 33.61 59.7% 1.77 3.1% 39% False False 5,156
120 102.52 43.34 59.18 105.2% 1.65 2.9% 22% False False 4,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 61.97
2.618 59.83
1.618 58.52
1.000 57.71
0.618 57.21
HIGH 56.40
0.618 55.90
0.500 55.75
0.382 55.59
LOW 55.09
0.618 54.28
1.000 53.78
1.618 52.97
2.618 51.66
4.250 49.52
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 56.10 55.53
PP 55.92 54.78
S1 55.75 54.03

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

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