NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 59.95 61.00 1.05 1.8% 55.72
High 61.60 61.45 -0.15 -0.2% 60.71
Low 59.76 59.30 -0.46 -0.8% 55.33
Close 60.59 59.88 -0.71 -1.2% 60.62
Range 1.84 2.15 0.31 16.8% 5.38
ATR 2.20 2.20 0.00 -0.2% 0.00
Volume 32,257 48,756 16,499 51.1% 210,886
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 66.66 65.42 61.06
R3 64.51 63.27 60.47
R2 62.36 62.36 60.27
R1 61.12 61.12 60.08 60.67
PP 60.21 60.21 60.21 59.98
S1 58.97 58.97 59.68 58.52
S2 58.06 58.06 59.49
S3 55.91 56.82 59.29
S4 53.76 54.67 58.70
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 61.60 57.80 3.80 6.3% 2.01 3.4% 55% False False 46,815
10 61.60 52.51 9.09 15.2% 2.07 3.5% 81% False False 38,148
20 61.60 50.76 10.84 18.1% 2.04 3.4% 84% False False 30,254
40 61.60 50.34 11.26 18.8% 2.19 3.7% 85% False False 21,168
60 61.60 43.34 18.26 30.5% 2.28 3.8% 91% False False 17,412
80 61.60 43.34 18.26 30.5% 2.18 3.6% 91% False False 14,682
100 61.60 43.34 18.26 30.5% 2.07 3.5% 91% False False 12,455
120 62.08 43.34 18.74 31.3% 1.86 3.1% 88% False False 10,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.59
2.618 67.08
1.618 64.93
1.000 63.60
0.618 62.78
HIGH 61.45
0.618 60.63
0.500 60.38
0.382 60.12
LOW 59.30
0.618 57.97
1.000 57.15
1.618 55.82
2.618 53.67
4.250 50.16
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 60.38 60.15
PP 60.21 60.06
S1 60.05 59.97

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

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