NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 50.39 54.18 3.79 7.5% 53.88
High 54.72 55.85 1.13 2.1% 55.85
Low 50.28 53.20 2.92 5.8% 49.05
Close 54.52 54.68 0.16 0.3% 54.68
Range 4.44 2.65 -1.79 -40.3% 6.80
ATR 2.87 2.85 -0.02 -0.5% 0.00
Volume 99,429 105,900 6,471 6.5% 465,271
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.53 61.25 56.14
R3 59.88 58.60 55.41
R2 57.23 57.23 55.17
R1 55.95 55.95 54.92 56.59
PP 54.58 54.58 54.58 54.90
S1 53.30 53.30 54.44 53.94
S2 51.93 51.93 54.19
S3 49.28 50.65 53.95
S4 46.63 48.00 53.22
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 73.59 70.94 58.42
R3 66.79 64.14 56.55
R2 59.99 59.99 55.93
R1 57.34 57.34 55.30 58.67
PP 53.19 53.19 53.19 53.86
S1 50.54 50.54 54.06 51.87
S2 46.39 46.39 53.43
S3 39.59 43.74 52.81
S4 32.79 36.94 50.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.85 49.05 6.80 12.4% 2.96 5.4% 83% True False 93,054
10 56.10 49.05 7.05 12.9% 2.61 4.8% 80% False False 86,265
20 56.10 45.08 11.02 20.2% 2.80 5.1% 87% False False 75,509
40 56.10 40.85 15.25 27.9% 2.78 5.1% 91% False False 60,412
60 56.10 40.85 15.25 27.9% 2.71 5.0% 91% False False 50,691
80 59.66 40.85 18.81 34.4% 2.94 5.4% 74% False False 43,446
100 70.47 40.85 29.62 54.2% 3.05 5.6% 47% False False 38,046
120 87.13 40.85 46.28 84.6% 3.22 5.9% 30% False False 34,130
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.11
2.618 62.79
1.618 60.14
1.000 58.50
0.618 57.49
HIGH 55.85
0.618 54.84
0.500 54.53
0.382 54.21
LOW 53.20
0.618 51.56
1.000 50.55
1.618 48.91
2.618 46.26
4.250 41.94
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 54.63 53.94
PP 54.58 53.19
S1 54.53 52.45

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

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