NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 53.50 52.49 -1.01 -1.9% 55.90
High 53.55 52.78 -0.77 -1.4% 55.90
Low 50.82 51.15 0.33 0.6% 50.76
Close 52.69 52.18 -0.51 -1.0% 54.10
Range 2.73 1.63 -1.10 -40.3% 5.14
ATR 2.40 2.35 -0.06 -2.3% 0.00
Volume 23,844 22,903 -941 -3.9% 118,549
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 56.93 56.18 53.08
R3 55.30 54.55 52.63
R2 53.67 53.67 52.48
R1 52.92 52.92 52.33 52.48
PP 52.04 52.04 52.04 51.82
S1 51.29 51.29 52.03 50.85
S2 50.41 50.41 51.88
S3 48.78 49.66 51.73
S4 47.15 48.03 51.28
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.01 66.69 56.93
R3 63.87 61.55 55.51
R2 58.73 58.73 55.04
R1 56.41 56.41 54.57 55.00
PP 53.59 53.59 53.59 52.88
S1 51.27 51.27 53.63 49.86
S2 48.45 48.45 53.16
S3 43.31 46.13 52.69
S4 38.17 40.99 51.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.25 50.82 3.43 6.6% 1.92 3.7% 40% False False 26,543
10 57.70 50.76 6.94 13.3% 1.99 3.8% 20% False False 21,895
20 58.71 50.76 7.95 15.2% 2.34 4.5% 18% False False 18,430
40 58.71 45.00 13.71 26.3% 2.30 4.4% 52% False False 13,986
60 58.71 43.34 15.37 29.5% 2.21 4.2% 58% False False 11,895
80 60.48 43.34 17.14 32.8% 2.20 4.2% 52% False False 10,153
100 60.48 43.34 17.14 32.8% 1.94 3.7% 52% False False 8,713
120 76.95 43.34 33.61 64.4% 1.87 3.6% 26% False False 7,557
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.71
2.618 57.05
1.618 55.42
1.000 54.41
0.618 53.79
HIGH 52.78
0.618 52.16
0.500 51.97
0.382 51.77
LOW 51.15
0.618 50.14
1.000 49.52
1.618 48.51
2.618 46.88
4.250 44.22
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 52.11 52.54
PP 52.04 52.42
S1 51.97 52.30

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

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