NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 48.24 48.68 0.44 0.9% 54.45
High 49.29 49.09 -0.20 -0.4% 54.81
Low 46.72 47.70 0.98 2.1% 51.45
Close 48.55 48.85 0.30 0.6% 52.47
Range 2.57 1.39 -1.18 -45.9% 3.36
ATR 2.76 2.66 -0.10 -3.5% 0.00
Volume 255,098 287,925 32,827 12.9% 894,867
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 52.72 52.17 49.61
R3 51.33 50.78 49.23
R2 49.94 49.94 49.10
R1 49.39 49.39 48.98 49.67
PP 48.55 48.55 48.55 48.68
S1 48.00 48.00 48.72 48.28
S2 47.16 47.16 48.60
S3 45.77 46.61 48.47
S4 44.38 45.22 48.09
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 53.21 46.72 6.49 13.3% 2.23 4.6% 33% False False 203,823
10 54.83 46.72 8.11 16.6% 2.48 5.1% 26% False False 195,759
20 56.10 46.72 9.38 19.2% 2.69 5.5% 23% False False 143,689
40 56.10 43.03 13.07 26.8% 2.76 5.6% 45% False False 101,470
60 56.10 40.85 15.25 31.2% 2.67 5.5% 52% False False 80,192
80 59.66 40.85 18.81 38.5% 2.83 5.8% 43% False False 66,450
100 61.33 40.85 20.48 41.9% 2.93 6.0% 39% False False 57,787
120 76.00 40.85 35.15 72.0% 3.11 6.4% 23% False False 50,605
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 55.00
2.618 52.73
1.618 51.34
1.000 50.48
0.618 49.95
HIGH 49.09
0.618 48.56
0.500 48.40
0.382 48.23
LOW 47.70
0.618 46.84
1.000 46.31
1.618 45.45
2.618 44.06
4.250 41.79
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 48.70 49.57
PP 48.55 49.33
S1 48.40 49.09

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

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