NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 51.95 51.92 -0.03 -0.1% 52.60
High 52.98 54.81 1.83 3.5% 54.81
Low 51.41 51.55 0.14 0.3% 49.55
Close 52.28 54.54 2.26 4.3% 54.54
Range 1.57 3.26 1.69 107.6% 5.26
ATR 2.40 2.46 0.06 2.6% 0.00
Volume 99,405 76,665 -22,740 -22.9% 399,652
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 63.41 62.24 56.33
R3 60.15 58.98 55.44
R2 56.89 56.89 55.14
R1 55.72 55.72 54.84 56.31
PP 53.63 53.63 53.63 53.93
S1 52.46 52.46 54.24 53.05
S2 50.37 50.37 53.94
S3 47.11 49.20 53.64
S4 43.85 45.94 52.75
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.75 66.90 57.43
R3 63.49 61.64 55.99
R2 58.23 58.23 55.50
R1 56.38 56.38 55.02 57.31
PP 52.97 52.97 52.97 53.43
S1 51.12 51.12 54.06 52.05
S2 47.71 47.71 53.58
S3 42.45 45.86 53.09
S4 37.19 40.60 51.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.81 49.55 5.26 9.6% 2.39 4.4% 95% True False 79,930
10 54.81 49.07 5.74 10.5% 2.36 4.3% 95% True False 79,363
20 57.50 49.07 8.43 15.5% 2.39 4.4% 65% False False 67,127
40 57.50 46.25 11.25 20.6% 2.49 4.6% 74% False False 45,063
60 57.50 42.19 15.31 28.1% 2.54 4.7% 81% False False 35,668
80 59.10 42.19 16.91 31.0% 2.52 4.6% 73% False False 29,787
100 60.72 42.19 18.53 34.0% 2.69 4.9% 67% False False 25,313
120 70.85 42.19 28.66 52.5% 2.67 4.9% 43% False False 21,710
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 0.32
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 68.67
2.618 63.34
1.618 60.08
1.000 58.07
0.618 56.82
HIGH 54.81
0.618 53.56
0.500 53.18
0.382 52.80
LOW 51.55
0.618 49.54
1.000 48.29
1.618 46.28
2.618 43.02
4.250 37.70
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 54.09 53.89
PP 53.63 53.24
S1 53.18 52.59

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

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