NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 62.23 62.00 -0.23 -0.4% 57.85
High 62.41 62.70 0.29 0.5% 62.83
Low 60.63 61.28 0.65 1.1% 57.57
Close 61.81 62.38 0.57 0.9% 62.38
Range 1.78 1.42 -0.36 -20.2% 5.26
ATR 2.26 2.20 -0.06 -2.7% 0.00
Volume 78,361 60,639 -17,722 -22.6% 265,454
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 66.38 65.80 63.16
R3 64.96 64.38 62.77
R2 63.54 63.54 62.64
R1 62.96 62.96 62.51 63.25
PP 62.12 62.12 62.12 62.27
S1 61.54 61.54 62.25 61.83
S2 60.70 60.70 62.12
S3 59.28 60.12 61.99
S4 57.86 58.70 61.60
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.71 74.80 65.27
R3 71.45 69.54 63.83
R2 66.19 66.19 63.34
R1 64.28 64.28 62.86 65.24
PP 60.93 60.93 60.93 61.40
S1 59.02 59.02 61.90 59.98
S2 55.67 55.67 61.42
S3 50.41 53.76 60.93
S4 45.15 48.50 59.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.83 57.57 5.26 8.4% 2.11 3.4% 91% False False 53,090
10 62.83 57.52 5.31 8.5% 2.13 3.4% 92% False False 47,305
20 62.83 50.82 12.01 19.3% 2.14 3.4% 96% False False 40,310
40 62.83 50.76 12.07 19.3% 2.22 3.6% 96% False False 28,531
60 62.83 45.00 17.83 28.6% 2.26 3.6% 97% False False 22,388
80 62.83 43.34 19.49 31.2% 2.18 3.5% 98% False False 18,580
100 62.83 43.34 19.49 31.2% 2.17 3.5% 98% False False 15,738
120 62.83 43.34 19.49 31.2% 1.94 3.1% 98% False False 13,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 68.74
2.618 66.42
1.618 65.00
1.000 64.12
0.618 63.58
HIGH 62.70
0.618 62.16
0.500 61.99
0.382 61.82
LOW 61.28
0.618 60.40
1.000 59.86
1.618 58.98
2.618 57.56
4.250 55.25
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 62.25 62.15
PP 62.12 61.92
S1 61.99 61.69

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

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