NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 56.85 56.03 -0.82 -1.4% 58.21
High 57.70 56.50 -1.20 -2.1% 58.71
Low 55.83 55.35 -0.48 -0.9% 54.16
Close 56.44 55.93 -0.51 -0.9% 58.33
Range 1.87 1.15 -0.72 -38.5% 4.55
ATR 2.56 2.46 -0.10 -3.9% 0.00
Volume 17,604 17,344 -260 -1.5% 67,774
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.38 58.80 56.56
R3 58.23 57.65 56.25
R2 57.08 57.08 56.14
R1 56.50 56.50 56.04 56.22
PP 55.93 55.93 55.93 55.78
S1 55.35 55.35 55.82 55.07
S2 54.78 54.78 55.72
S3 53.63 54.20 55.61
S4 52.48 53.05 55.30
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.72 69.07 60.83
R3 66.17 64.52 59.58
R2 61.62 61.62 59.16
R1 59.97 59.97 58.75 60.80
PP 57.07 57.07 57.07 57.48
S1 55.42 55.42 57.91 56.25
S2 52.52 52.52 57.50
S3 47.97 50.87 57.08
S4 43.42 46.32 55.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.39 54.16 4.23 7.6% 2.30 4.1% 42% False False 18,116
10 58.71 51.74 6.97 12.5% 2.45 4.4% 60% False False 16,683
20 58.71 51.22 7.49 13.4% 2.25 4.0% 63% False False 12,573
40 58.71 43.34 15.37 27.5% 2.34 4.2% 82% False False 11,204
60 58.71 43.34 15.37 27.5% 2.22 4.0% 82% False False 9,691
80 60.48 43.34 17.14 30.6% 2.08 3.7% 73% False False 8,180
100 62.08 43.34 18.74 33.5% 1.83 3.3% 67% False False 7,059
120 76.95 43.34 33.61 60.1% 1.83 3.3% 37% False False 6,185
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 61.39
2.618 59.51
1.618 58.36
1.000 57.65
0.618 57.21
HIGH 56.50
0.618 56.06
0.500 55.93
0.382 55.79
LOW 55.35
0.618 54.64
1.000 54.20
1.618 53.49
2.618 52.34
4.250 50.46
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 55.93 56.84
PP 55.93 56.53
S1 55.93 56.23

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

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