NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 57.03 55.36 -1.67 -2.9% 56.05
High 57.43 57.40 -0.03 -0.1% 58.52
Low 55.26 54.16 -1.10 -2.0% 51.74
Close 55.83 56.07 0.24 0.4% 57.71
Range 2.17 3.24 1.07 49.3% 6.78
ATR 2.56 2.60 0.05 1.9% 0.00
Volume 16,760 17,944 1,184 7.1% 64,071
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.60 64.07 57.85
R3 62.36 60.83 56.96
R2 59.12 59.12 56.66
R1 57.59 57.59 56.37 58.36
PP 55.88 55.88 55.88 56.26
S1 54.35 54.35 55.77 55.12
S2 52.64 52.64 55.48
S3 49.40 51.11 55.18
S4 46.16 47.87 54.29
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.33 73.80 61.44
R3 69.55 67.02 59.57
R2 62.77 62.77 58.95
R1 60.24 60.24 58.33 61.51
PP 55.99 55.99 55.99 56.62
S1 53.46 53.46 57.09 54.73
S2 49.21 49.21 56.47
S3 42.43 46.68 55.85
S4 35.65 39.90 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.71 53.32 5.39 9.6% 3.00 5.4% 51% False False 15,866
10 58.71 51.74 6.97 12.4% 2.52 4.5% 62% False False 12,517
20 58.71 47.14 11.57 20.6% 2.41 4.3% 77% False False 10,531
40 58.71 43.34 15.37 27.4% 2.31 4.1% 83% False False 10,178
60 58.71 43.34 15.37 27.4% 2.22 4.0% 83% False False 8,814
80 60.48 43.34 17.14 30.6% 2.03 3.6% 74% False False 7,401
100 65.27 43.34 21.93 39.1% 1.82 3.2% 58% False False 6,400
120 79.03 43.34 35.69 63.7% 1.80 3.2% 36% False False 5,626
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.17
2.618 65.88
1.618 62.64
1.000 60.64
0.618 59.40
HIGH 57.40
0.618 56.16
0.500 55.78
0.382 55.40
LOW 54.16
0.618 52.16
1.000 50.92
1.618 48.92
2.618 45.68
4.250 40.39
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 55.97 56.44
PP 55.88 56.31
S1 55.78 56.19

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

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