NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 55.53 56.52 0.99 1.8% 48.23
High 56.40 58.40 2.00 3.5% 56.84
Low 55.09 56.29 1.20 2.2% 48.06
Close 56.28 58.33 2.05 3.6% 56.28
Range 1.31 2.11 0.80 61.1% 8.78
ATR 2.51 2.48 -0.03 -1.1% 0.00
Volume 9,894 6,185 -3,709 -37.5% 43,303
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.00 63.28 59.49
R3 61.89 61.17 58.91
R2 59.78 59.78 58.72
R1 59.06 59.06 58.52 59.42
PP 57.67 57.67 57.67 57.86
S1 56.95 56.95 58.14 57.31
S2 55.56 55.56 57.94
S3 53.45 54.84 57.75
S4 51.34 52.73 57.17
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 58.40 50.34 8.06 13.8% 2.40 4.1% 99% True False 8,707
10 58.40 47.14 11.26 19.3% 2.46 4.2% 99% True False 9,575
20 58.40 45.00 13.40 23.0% 2.39 4.1% 99% True False 10,204
40 58.40 43.34 15.06 25.8% 2.18 3.7% 100% True False 8,497
60 60.48 43.34 17.14 29.4% 2.13 3.6% 87% False False 6,996
80 62.08 43.34 18.74 32.1% 1.76 3.0% 80% False False 6,030
100 76.95 43.34 33.61 57.6% 1.77 3.0% 45% False False 5,186
120 102.52 43.34 59.18 101.5% 1.67 2.9% 25% False False 4,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.37
2.618 63.92
1.618 61.81
1.000 60.51
0.618 59.70
HIGH 58.40
0.618 57.59
0.500 57.35
0.382 57.10
LOW 56.29
0.618 54.99
1.000 54.18
1.618 52.88
2.618 50.77
4.250 47.32
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 58.00 57.64
PP 57.67 56.94
S1 57.35 56.25

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

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