NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 51.20 52.33 1.13 2.2% 53.88
High 53.93 54.83 0.90 1.7% 55.85
Low 50.14 52.24 2.10 4.2% 49.05
Close 52.07 54.69 2.62 5.0% 54.68
Range 3.79 2.59 -1.20 -31.7% 6.80
ATR 2.98 2.96 -0.02 -0.5% 0.00
Volume 152,213 203,838 51,625 33.9% 465,271
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.69 60.78 56.11
R3 59.10 58.19 55.40
R2 56.51 56.51 55.16
R1 55.60 55.60 54.93 56.06
PP 53.92 53.92 53.92 54.15
S1 53.01 53.01 54.45 53.47
S2 51.33 51.33 54.22
S3 48.74 50.42 53.98
S4 46.15 47.83 53.27
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 50.14 5.71 10.4% 3.12 5.7% 80% False False 130,191
10 55.85 49.05 6.80 12.4% 3.03 5.5% 83% False False 107,717
20 56.10 45.95 10.15 18.6% 2.81 5.1% 86% False False 88,666
40 56.10 40.85 15.25 27.9% 2.84 5.2% 91% False False 70,323
60 56.10 40.85 15.25 27.9% 2.77 5.1% 91% False False 57,999
80 59.66 40.85 18.81 34.4% 2.92 5.3% 74% False False 48,909
100 65.00 40.85 24.15 44.2% 3.03 5.5% 57% False False 42,995
120 78.60 40.85 37.75 69.0% 3.20 5.9% 37% False False 38,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.84
2.618 61.61
1.618 59.02
1.000 57.42
0.618 56.43
HIGH 54.83
0.618 53.84
0.500 53.54
0.382 53.23
LOW 52.24
0.618 50.64
1.000 49.65
1.618 48.05
2.618 45.46
4.250 41.23
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 54.31 53.96
PP 53.92 53.22
S1 53.54 52.49

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

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