NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 52.40 51.39 -1.01 -1.9% 52.25
High 53.60 51.82 -1.78 -3.3% 53.90
Low 49.81 48.40 -1.41 -2.8% 47.26
Close 51.05 49.15 -1.90 -3.7% 52.51
Range 3.79 3.42 -0.37 -9.8% 6.64
ATR 2.99 3.02 0.03 1.0% 0.00
Volume 212,172 228,983 16,811 7.9% 1,148,084
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.05 58.02 51.03
R3 56.63 54.60 50.09
R2 53.21 53.21 49.78
R1 51.18 51.18 49.46 50.49
PP 49.79 49.79 49.79 49.44
S1 47.76 47.76 48.84 47.07
S2 46.37 46.37 48.52
S3 42.95 44.34 48.21
S4 39.53 40.92 47.27
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.14 68.47 56.16
R3 64.50 61.83 54.34
R2 57.86 57.86 53.73
R1 55.19 55.19 53.12 56.53
PP 51.22 51.22 51.22 51.89
S1 48.55 48.55 51.90 49.89
S2 44.58 44.58 51.29
S3 37.94 41.91 50.68
S4 31.30 35.27 48.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.90 47.26 6.64 13.5% 3.24 6.6% 28% False False 237,180
10 54.66 47.26 7.40 15.1% 2.94 6.0% 26% False False 228,267
20 54.66 43.74 10.92 22.2% 2.96 6.0% 50% False False 210,802
40 54.66 39.42 15.24 31.0% 2.93 6.0% 64% False False 157,225
60 54.66 39.42 15.24 31.0% 2.87 5.8% 64% False False 116,386
80 58.31 39.42 18.89 38.4% 3.04 6.2% 52% False False 90,581
100 64.10 39.42 24.68 50.2% 3.04 6.2% 39% False False 74,272
120 80.05 39.42 40.63 82.7% 3.08 6.3% 24% False False 62,815
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.36
2.618 60.77
1.618 57.35
1.000 55.24
0.618 53.93
HIGH 51.82
0.618 50.51
0.500 50.11
0.382 49.71
LOW 48.40
0.618 46.29
1.000 44.98
1.618 42.87
2.618 39.45
4.250 33.87
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 50.11 51.15
PP 49.79 50.48
S1 49.47 49.82

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

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