NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 60.25 57.85 -2.40 -4.0% 60.40
High 60.41 60.62 0.21 0.3% 61.60
Low 57.52 57.57 0.05 0.1% 57.52
Close 57.78 60.29 2.51 4.3% 57.78
Range 2.89 3.05 0.16 5.5% 4.08
ATR 2.25 2.31 0.06 2.5% 0.00
Volume 37,903 34,550 -3,353 -8.8% 207,601
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 68.64 67.52 61.97
R3 65.59 64.47 61.13
R2 62.54 62.54 60.85
R1 61.42 61.42 60.57 61.98
PP 59.49 59.49 59.49 59.78
S1 58.37 58.37 60.01 58.93
S2 56.44 56.44 59.73
S3 53.39 55.32 59.45
S4 50.34 52.27 58.61
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.21 68.57 60.02
R3 67.13 64.49 58.90
R2 63.05 63.05 58.53
R1 60.41 60.41 58.15 59.69
PP 58.97 58.97 58.97 58.61
S1 56.33 56.33 57.41 55.61
S2 54.89 54.89 57.03
S3 50.81 52.25 56.66
S4 46.73 48.17 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.60 57.52 4.08 6.8% 2.43 4.0% 68% False False 41,166
10 61.60 56.48 5.12 8.5% 2.17 3.6% 74% False False 43,279
20 61.60 50.76 10.84 18.0% 2.15 3.6% 88% False False 33,983
40 61.60 50.76 10.84 18.0% 2.18 3.6% 88% False False 23,602
60 61.60 44.00 17.60 29.2% 2.26 3.8% 93% False False 19,131
80 61.60 43.34 18.26 30.3% 2.21 3.7% 93% False False 16,017
100 61.60 43.34 18.26 30.3% 2.12 3.5% 93% False False 13,589
120 62.08 43.34 18.74 31.1% 1.91 3.2% 90% False False 11,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 73.58
2.618 68.60
1.618 65.55
1.000 63.67
0.618 62.50
HIGH 60.62
0.618 59.45
0.500 59.10
0.382 58.74
LOW 57.57
0.618 55.69
1.000 54.52
1.618 52.64
2.618 49.59
4.250 44.61
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 59.89 59.89
PP 59.49 59.50
S1 59.10 59.10

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

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