NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 48.68 48.49 -0.19 -0.4% 54.45
High 49.09 49.92 0.83 1.7% 54.81
Low 47.70 48.37 0.67 1.4% 51.45
Close 48.85 49.62 0.77 1.6% 52.47
Range 1.39 1.55 0.16 11.5% 3.36
ATR 2.66 2.58 -0.08 -3.0% 0.00
Volume 287,925 238,729 -49,196 -17.1% 894,867
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 53.95 53.34 50.47
R3 52.40 51.79 50.05
R2 50.85 50.85 49.90
R1 50.24 50.24 49.76 50.55
PP 49.30 49.30 49.30 49.46
S1 48.69 48.69 49.48 49.00
S2 47.75 47.75 49.34
S3 46.20 47.14 49.19
S4 44.65 45.59 48.77
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 13.1% 2.26 4.6% 45% False False 219,287
10 54.83 46.72 8.11 16.3% 2.25 4.5% 36% False False 204,410
20 56.10 46.72 9.38 18.9% 2.66 5.4% 31% False False 151,853
40 56.10 43.03 13.07 26.3% 2.73 5.5% 50% False False 106,420
60 56.10 40.85 15.25 30.7% 2.63 5.3% 58% False False 83,559
80 59.66 40.85 18.81 37.9% 2.81 5.7% 47% False False 69,314
100 61.33 40.85 20.48 41.3% 2.91 5.9% 43% False False 60,023
120 76.00 40.85 35.15 70.8% 3.09 6.2% 25% False False 52,471
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.51
2.618 53.98
1.618 52.43
1.000 51.47
0.618 50.88
HIGH 49.92
0.618 49.33
0.500 49.15
0.382 48.96
LOW 48.37
0.618 47.41
1.000 46.82
1.618 45.86
2.618 44.31
4.250 41.78
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 49.46 49.19
PP 49.30 48.75
S1 49.15 48.32

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

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