NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 57.49 57.70 0.21 0.4% 59.08
High 58.70 57.70 -1.00 -1.7% 59.72
Low 57.49 54.50 -2.99 -5.2% 57.27
Close 58.10 54.68 -3.42 -5.9% 58.10
Range 1.21 3.20 1.99 164.5% 2.45
ATR 2.00 2.12 0.11 5.7% 0.00
Volume 4,546 3,303 -1,243 -27.3% 28,510
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.23 63.15 56.44
R3 62.03 59.95 55.56
R2 58.83 58.83 55.27
R1 56.75 56.75 54.97 56.19
PP 55.63 55.63 55.63 55.35
S1 53.55 53.55 54.39 52.99
S2 52.43 52.43 54.09
S3 49.23 50.35 53.80
S4 46.03 47.15 52.92
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.71 64.36 59.45
R3 63.26 61.91 58.77
R2 60.81 60.81 58.55
R1 59.46 59.46 58.32 58.91
PP 58.36 58.36 58.36 58.09
S1 57.01 57.01 57.88 56.46
S2 55.91 55.91 57.65
S3 53.46 54.56 57.43
S4 51.01 52.11 56.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.43 54.50 4.93 9.0% 1.51 2.8% 4% False True 4,875
10 60.45 54.50 5.95 10.9% 1.83 3.3% 3% False True 6,233
20 60.45 53.70 6.75 12.3% 1.62 3.0% 15% False False 6,570
40 60.45 46.31 14.14 25.9% 1.75 3.2% 59% False False 6,192
60 60.45 45.06 15.39 28.1% 1.64 3.0% 63% False False 5,455
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 0.18
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 71.30
2.618 66.08
1.618 62.88
1.000 60.90
0.618 59.68
HIGH 57.70
0.618 56.48
0.500 56.10
0.382 55.72
LOW 54.50
0.618 52.52
1.000 51.30
1.618 49.32
2.618 46.12
4.250 40.90
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 56.10 56.60
PP 55.63 55.96
S1 55.15 55.32

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

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