NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 51.39 48.47 -2.92 -5.7% 52.25
High 51.82 51.30 -0.52 -1.0% 53.90
Low 48.40 47.37 -1.03 -2.1% 47.26
Close 49.15 49.38 0.23 0.5% 52.51
Range 3.42 3.93 0.51 14.9% 6.64
ATR 3.02 3.08 0.07 2.2% 0.00
Volume 228,983 254,031 25,048 10.9% 1,148,084
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.14 59.19 51.54
R3 57.21 55.26 50.46
R2 53.28 53.28 50.10
R1 51.33 51.33 49.74 52.31
PP 49.35 49.35 49.35 49.84
S1 47.40 47.40 49.02 48.38
S2 45.42 45.42 48.66
S3 41.49 43.47 48.30
S4 37.56 39.54 47.22
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 47.37 6.53 13.2% 3.69 7.5% 31% False True 239,936
10 54.66 47.26 7.40 15.0% 3.11 6.3% 29% False False 232,391
20 54.66 43.88 10.78 21.8% 2.99 6.0% 51% False False 214,920
40 54.66 39.42 15.24 30.9% 2.93 5.9% 65% False False 162,199
60 54.66 39.42 15.24 30.9% 2.89 5.9% 65% False False 120,264
80 58.31 39.42 18.89 38.3% 3.02 6.1% 53% False False 93,526
100 63.71 39.42 24.29 49.2% 3.04 6.2% 41% False False 76,765
120 77.15 39.42 37.73 76.4% 3.09 6.2% 26% False False 64,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.00
2.618 61.59
1.618 57.66
1.000 55.23
0.618 53.73
HIGH 51.30
0.618 49.80
0.500 49.34
0.382 48.87
LOW 47.37
0.618 44.94
1.000 43.44
1.618 41.01
2.618 37.08
4.250 30.67
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 49.37 50.49
PP 49.35 50.12
S1 49.34 49.75

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

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