NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 52.72 52.59 -0.13 -0.2% 58.00
High 53.08 52.77 -0.31 -0.6% 58.33
Low 50.76 51.29 0.53 1.0% 55.34
Close 52.22 52.19 -0.03 -0.1% 56.11
Range 2.32 1.48 -0.84 -36.2% 2.99
ATR 2.47 2.40 -0.07 -2.9% 0.00
Volume 18,405 27,643 9,238 50.2% 71,466
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.52 55.84 53.00
R3 55.04 54.36 52.60
R2 53.56 53.56 52.46
R1 52.88 52.88 52.33 52.48
PP 52.08 52.08 52.08 51.89
S1 51.40 51.40 52.05 51.00
S2 50.60 50.60 51.92
S3 49.12 49.92 51.78
S4 47.64 48.44 51.38
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 56.71 50.76 5.95 11.4% 1.98 3.8% 24% False False 19,256
10 58.39 50.76 7.63 14.6% 2.24 4.3% 19% False False 18,627
20 58.71 50.76 7.95 15.2% 2.24 4.3% 18% False False 14,720
40 58.71 45.00 13.71 26.3% 2.31 4.4% 52% False False 12,462
60 58.71 43.34 15.37 29.5% 2.20 4.2% 58% False False 10,572
80 60.48 43.34 17.14 32.8% 2.16 4.1% 52% False False 8,927
100 62.08 43.34 18.74 35.9% 1.86 3.6% 47% False False 7,768
120 76.95 43.34 33.61 64.4% 1.85 3.5% 26% False False 6,775
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.06
2.618 56.64
1.618 55.16
1.000 54.25
0.618 53.68
HIGH 52.77
0.618 52.20
0.500 52.03
0.382 51.86
LOW 51.29
0.618 50.38
1.000 49.81
1.618 48.90
2.618 47.42
4.250 45.00
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 52.14 53.33
PP 52.08 52.95
S1 52.03 52.57

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

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