NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 55.36 56.47 1.11 2.0% 56.05
High 57.40 58.39 0.99 1.7% 58.52
Low 54.16 56.16 2.00 3.7% 51.74
Close 56.07 58.33 2.26 4.0% 57.71
Range 3.24 2.23 -1.01 -31.2% 6.78
ATR 2.60 2.58 -0.02 -0.8% 0.00
Volume 17,944 19,886 1,942 10.8% 64,071
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.32 63.55 59.56
R3 62.09 61.32 58.94
R2 59.86 59.86 58.74
R1 59.09 59.09 58.53 59.48
PP 57.63 57.63 57.63 57.82
S1 56.86 56.86 58.13 57.25
S2 55.40 55.40 57.92
S3 53.17 54.63 57.72
S4 50.94 52.40 57.10
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 54.16 4.55 7.8% 2.64 4.5% 92% False False 16,782
10 58.71 51.74 6.97 11.9% 2.60 4.5% 95% False False 13,887
20 58.71 48.06 10.65 18.3% 2.33 4.0% 96% False False 10,936
40 58.71 43.34 15.37 26.4% 2.34 4.0% 98% False False 10,508
60 58.71 43.34 15.37 26.4% 2.23 3.8% 98% False False 9,082
80 60.48 43.34 17.14 29.4% 2.03 3.5% 87% False False 7,620
100 65.09 43.34 21.75 37.3% 1.81 3.1% 69% False False 6,583
120 79.03 43.34 35.69 61.2% 1.81 3.1% 42% False False 5,786
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.87
2.618 64.23
1.618 62.00
1.000 60.62
0.618 59.77
HIGH 58.39
0.618 57.54
0.500 57.28
0.382 57.01
LOW 56.16
0.618 54.78
1.000 53.93
1.618 52.55
2.618 50.32
4.250 46.68
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 57.98 57.65
PP 57.63 56.96
S1 57.28 56.28

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

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