NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 56.37 57.83 1.46 2.6% 56.42
High 58.74 59.50 0.76 1.3% 59.00
Low 55.65 57.83 2.18 3.9% 52.70
Close 57.20 59.33 2.13 3.7% 58.70
Range 3.09 1.67 -1.42 -46.0% 6.30
ATR 2.49 2.48 -0.01 -0.6% 0.00
Volume 15,181 12,916 -2,265 -14.9% 59,398
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.90 63.28 60.25
R3 62.23 61.61 59.79
R2 60.56 60.56 59.64
R1 59.94 59.94 59.48 60.25
PP 58.89 58.89 58.89 59.04
S1 58.27 58.27 59.18 58.58
S2 57.22 57.22 59.02
S3 55.55 56.60 58.87
S4 53.88 54.93 58.41
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 75.70 73.50 62.17
R3 69.40 67.20 60.43
R2 63.10 63.10 59.86
R1 60.90 60.90 59.28 62.00
PP 56.80 56.80 56.80 57.35
S1 54.60 54.60 58.12 55.70
S2 50.50 50.50 57.55
S3 44.20 48.30 56.97
S4 37.90 42.00 55.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.50 55.65 3.85 6.5% 2.15 3.6% 96% True False 12,735
10 59.50 52.70 6.80 11.5% 2.09 3.5% 98% True False 11,377
20 59.50 48.78 10.72 18.1% 2.05 3.5% 98% True False 9,962
40 59.50 44.19 15.31 25.8% 2.26 3.8% 99% True False 9,302
60 59.50 44.19 15.31 25.8% 2.16 3.6% 99% True False 7,647
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.60
2.618 63.87
1.618 62.20
1.000 61.17
0.618 60.53
HIGH 59.50
0.618 58.86
0.500 58.67
0.382 58.47
LOW 57.83
0.618 56.80
1.000 56.16
1.618 55.13
2.618 53.46
4.250 50.73
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 59.11 58.75
PP 58.89 58.16
S1 58.67 57.58

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

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