NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 56.05 53.51 -2.54 -4.5% 56.52
High 56.05 54.39 -1.66 -3.0% 58.40
Low 52.75 52.19 -0.56 -1.1% 55.72
Close 53.05 53.93 0.88 1.7% 56.65
Range 3.30 2.20 -1.10 -33.3% 2.68
ATR 2.43 2.41 -0.02 -0.7% 0.00
Volume 8,054 9,713 1,659 20.6% 37,060
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.10 59.22 55.14
R3 57.90 57.02 54.54
R2 55.70 55.70 54.33
R1 54.82 54.82 54.13 55.26
PP 53.50 53.50 53.50 53.73
S1 52.62 52.62 53.73 53.06
S2 51.30 51.30 53.53
S3 49.10 50.42 53.33
S4 46.90 48.22 52.72
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.96 63.49 58.12
R3 62.28 60.81 57.39
R2 59.60 59.60 57.14
R1 58.13 58.13 56.90 58.87
PP 56.92 56.92 56.92 57.29
S1 55.45 55.45 56.40 56.19
S2 54.24 54.24 56.16
S3 51.56 52.77 55.91
S4 48.88 50.09 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.19 52.19 6.00 11.1% 2.10 3.9% 29% False True 7,895
10 58.40 51.22 7.18 13.3% 2.06 3.8% 38% False False 8,463
20 58.40 47.14 11.26 20.9% 2.25 4.2% 60% False False 9,687
40 58.40 43.34 15.06 27.9% 2.18 4.0% 70% False False 8,770
60 60.48 43.34 17.14 31.8% 2.10 3.9% 62% False False 7,629
80 60.48 43.34 17.14 31.8% 1.91 3.5% 62% False False 6,449
100 72.08 43.34 28.74 53.3% 1.75 3.2% 37% False False 5,525
120 89.88 43.34 46.54 86.3% 1.73 3.2% 23% False False 4,880
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.74
2.618 60.15
1.618 57.95
1.000 56.59
0.618 55.75
HIGH 54.39
0.618 53.55
0.500 53.29
0.382 53.03
LOW 52.19
0.618 50.83
1.000 49.99
1.618 48.63
2.618 46.43
4.250 42.84
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 53.72 54.99
PP 53.50 54.63
S1 53.29 54.28

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

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