NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 52.21 52.00 -0.21 -0.4% 54.45
High 53.00 53.21 0.21 0.4% 54.81
Low 51.60 51.64 0.04 0.1% 51.45
Close 52.16 52.47 0.31 0.6% 52.47
Range 1.40 1.57 0.17 12.1% 3.36
ATR 2.74 2.66 -0.08 -3.1% 0.00
Volume 161,407 151,035 -10,372 -6.4% 894,867
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.15 56.38 53.33
R3 55.58 54.81 52.90
R2 54.01 54.01 52.76
R1 53.24 53.24 52.61 53.63
PP 52.44 52.44 52.44 52.63
S1 51.67 51.67 52.33 52.06
S2 50.87 50.87 52.18
S3 49.30 50.10 52.04
S4 47.73 48.53 51.61
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.99 61.09 54.32
R3 59.63 57.73 53.39
R2 56.27 56.27 53.09
R1 54.37 54.37 52.78 53.64
PP 52.91 52.91 52.91 52.55
S1 51.01 51.01 52.16 50.28
S2 49.55 49.55 51.85
S3 46.19 47.65 51.55
S4 42.83 44.29 50.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.81 51.45 3.36 6.4% 2.04 3.9% 30% False False 178,973
10 55.85 50.14 5.71 10.9% 2.58 4.9% 41% False False 154,582
20 56.10 49.05 7.05 13.4% 2.55 4.9% 49% False False 119,274
40 56.10 41.46 14.64 27.9% 2.74 5.2% 75% False False 86,961
60 56.10 40.85 15.25 29.1% 2.69 5.1% 76% False False 70,124
80 59.66 40.85 18.81 35.8% 2.84 5.4% 62% False False 58,244
100 61.33 40.85 20.48 39.0% 2.97 5.7% 57% False False 51,255
120 76.00 40.85 35.15 67.0% 3.13 6.0% 33% False False 45,103
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.88
2.618 57.32
1.618 55.75
1.000 54.78
0.618 54.18
HIGH 53.21
0.618 52.61
0.500 52.43
0.382 52.24
LOW 51.64
0.618 50.67
1.000 50.07
1.618 49.10
2.618 47.53
4.250 44.97
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 52.46 52.44
PP 52.44 52.41
S1 52.43 52.38

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

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