NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 53.20 54.28 1.08 2.0% 47.74
High 54.28 55.92 1.64 3.0% 54.49
Low 52.60 53.57 0.97 1.8% 45.95
Close 53.80 55.73 1.93 3.6% 53.80
Range 1.68 2.35 0.67 39.9% 8.54
ATR 2.90 2.86 -0.04 -1.4% 0.00
Volume 82,901 56,496 -26,405 -31.9% 303,967
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.12 61.28 57.02
R3 59.77 58.93 56.38
R2 57.42 57.42 56.16
R1 56.58 56.58 55.95 57.00
PP 55.07 55.07 55.07 55.29
S1 54.23 54.23 55.51 54.65
S2 52.72 52.72 55.30
S3 50.37 51.88 55.08
S4 48.02 49.53 54.44
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 77.03 73.96 58.50
R3 68.49 65.42 56.15
R2 59.95 59.95 55.37
R1 56.88 56.88 54.58 58.42
PP 51.41 51.41 51.41 52.18
S1 48.34 48.34 53.02 49.88
S2 42.87 42.87 52.23
S3 34.33 39.80 51.45
S4 25.79 31.26 49.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.92 48.19 7.73 13.9% 2.78 5.0% 98% True False 63,682
10 55.92 45.08 10.84 19.5% 2.93 5.2% 98% True False 65,010
20 55.92 42.27 13.65 24.5% 2.86 5.1% 99% True False 57,335
40 55.92 40.85 15.07 27.0% 2.69 4.8% 99% True False 47,162
60 59.66 40.85 18.81 33.8% 2.90 5.2% 79% False False 39,660
80 61.33 40.85 20.48 36.7% 3.02 5.4% 73% False False 35,512
100 76.00 40.85 35.15 63.1% 3.21 5.8% 42% False False 31,276
120 102.10 40.85 61.25 109.9% 3.31 5.9% 24% False False 28,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.91
2.618 62.07
1.618 59.72
1.000 58.27
0.618 57.37
HIGH 55.92
0.618 55.02
0.500 54.75
0.382 54.47
LOW 53.57
0.618 52.12
1.000 51.22
1.618 49.77
2.618 47.42
4.250 43.58
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 55.40 54.99
PP 55.07 54.24
S1 54.75 53.50

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

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