NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 56.03 55.61 -0.42 -0.7% 58.00
High 56.50 56.71 0.21 0.4% 58.33
Low 55.35 55.44 0.09 0.2% 55.34
Close 55.93 56.11 0.18 0.3% 56.11
Range 1.15 1.27 0.12 10.4% 2.99
ATR 2.46 2.37 -0.08 -3.5% 0.00
Volume 17,344 18,713 1,369 7.9% 71,466
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.90 59.27 56.81
R3 58.63 58.00 56.46
R2 57.36 57.36 56.34
R1 56.73 56.73 56.23 57.05
PP 56.09 56.09 56.09 56.24
S1 55.46 55.46 55.99 55.78
S2 54.82 54.82 55.88
S3 53.55 54.19 55.76
S4 52.28 52.92 55.41
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.56 63.83 57.75
R3 62.57 60.84 56.93
R2 59.58 59.58 56.66
R1 57.85 57.85 56.38 57.22
PP 56.59 56.59 56.59 56.28
S1 54.86 54.86 55.84 54.23
S2 53.60 53.60 55.56
S3 50.61 51.87 55.29
S4 47.62 48.88 54.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.39 55.34 3.05 5.4% 1.90 3.4% 25% False False 18,270
10 58.71 53.32 5.39 9.6% 2.45 4.4% 52% False False 17,068
20 58.71 51.74 6.97 12.4% 2.17 3.9% 63% False False 12,999
40 58.71 43.34 15.37 27.4% 2.31 4.1% 83% False False 11,477
60 58.71 43.34 15.37 27.4% 2.19 3.9% 83% False False 9,924
80 60.48 43.34 17.14 30.5% 2.07 3.7% 75% False False 8,361
100 62.08 43.34 18.74 33.4% 1.84 3.3% 68% False False 7,228
120 76.95 43.34 33.61 59.9% 1.83 3.3% 38% False False 6,330
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.11
2.618 60.03
1.618 58.76
1.000 57.98
0.618 57.49
HIGH 56.71
0.618 56.22
0.500 56.08
0.382 55.93
LOW 55.44
0.618 54.66
1.000 54.17
1.618 53.39
2.618 52.12
4.250 50.04
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 56.10 56.53
PP 56.09 56.39
S1 56.08 56.25

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

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