NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 58.76 59.12 0.36 0.6% 55.72
High 60.52 60.71 0.19 0.3% 60.71
Low 57.80 59.08 1.28 2.2% 55.33
Close 59.03 60.62 1.59 2.7% 60.62
Range 2.72 1.63 -1.09 -40.1% 5.38
ATR 2.30 2.25 -0.04 -1.9% 0.00
Volume 60,968 55,780 -5,188 -8.5% 210,886
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 65.03 64.45 61.52
R3 63.40 62.82 61.07
R2 61.77 61.77 60.92
R1 61.19 61.19 60.77 61.48
PP 60.14 60.14 60.14 60.28
S1 59.56 59.56 60.47 59.85
S2 58.51 58.51 60.32
S3 56.88 57.93 60.17
S4 55.25 56.30 59.72
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.03 73.20 63.58
R3 69.65 67.82 62.10
R2 64.27 64.27 61.61
R1 62.44 62.44 61.11 63.36
PP 58.89 58.89 58.89 59.34
S1 57.06 57.06 60.13 57.98
S2 53.51 53.51 59.63
S3 48.13 51.68 59.14
S4 42.75 46.30 57.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.71 55.33 5.38 8.9% 2.05 3.4% 98% True False 42,177
10 60.71 50.82 9.89 16.3% 2.15 3.5% 99% True False 33,314
20 60.71 50.76 9.95 16.4% 2.11 3.5% 99% True False 27,152
40 60.71 47.14 13.57 22.4% 2.26 3.7% 99% True False 18,841
60 60.71 43.34 17.37 28.7% 2.24 3.7% 99% True False 15,836
80 60.71 43.34 17.37 28.7% 2.19 3.6% 99% True False 13,399
100 60.71 43.34 17.37 28.7% 2.05 3.4% 99% True False 11,351
120 65.27 43.34 21.93 36.2% 1.87 3.1% 79% False False 9,859
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.64
2.618 64.98
1.618 63.35
1.000 62.34
0.618 61.72
HIGH 60.71
0.618 60.09
0.500 59.90
0.382 59.70
LOW 59.08
0.618 58.07
1.000 57.45
1.618 56.44
2.618 54.81
4.250 52.15
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 60.38 59.95
PP 60.14 59.27
S1 59.90 58.60

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

View Archives - Comment on this page... - Back to Index of Symbols