NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 52.62 54.46 1.84 3.5% 51.45
High 54.64 54.83 0.19 0.3% 53.65
Low 52.56 53.50 0.94 1.8% 48.01
Close 54.47 53.84 -0.63 -1.2% 53.20
Range 2.08 1.33 -0.75 -36.1% 5.64
ATR 2.52 2.44 -0.09 -3.4% 0.00
Volume 248,750 229,782 -18,968 -7.6% 1,126,102
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 58.05 57.27 54.57
R3 56.72 55.94 54.21
R2 55.39 55.39 54.08
R1 54.61 54.61 53.96 54.34
PP 54.06 54.06 54.06 53.92
S1 53.28 53.28 53.72 53.01
S2 52.73 52.73 53.60
S3 51.40 51.95 53.47
S4 50.07 50.62 53.11
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.54 66.51 56.30
R3 62.90 60.87 54.75
R2 57.26 57.26 54.23
R1 55.23 55.23 53.72 56.25
PP 51.62 51.62 51.62 52.13
S1 49.59 49.59 52.68 50.61
S2 45.98 45.98 52.17
S3 40.34 43.95 51.65
S4 34.70 38.31 50.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.83 49.12 5.71 10.6% 2.13 4.0% 83% True False 221,695
10 54.83 47.70 7.13 13.2% 2.14 4.0% 86% True False 235,858
20 54.83 46.72 8.11 15.1% 2.39 4.4% 88% True False 205,951
40 56.10 45.08 11.02 20.5% 2.61 4.8% 79% False False 141,837
60 56.10 40.85 15.25 28.3% 2.65 4.9% 85% False False 110,048
80 56.10 40.85 15.25 28.3% 2.65 4.9% 85% False False 90,351
100 59.66 40.85 18.81 34.9% 2.84 5.3% 69% False False 76,667
120 65.80 40.85 24.95 46.3% 2.93 5.4% 52% False False 66,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 60.48
2.618 58.31
1.618 56.98
1.000 56.16
0.618 55.65
HIGH 54.83
0.618 54.32
0.500 54.17
0.382 54.01
LOW 53.50
0.618 52.68
1.000 52.17
1.618 51.35
2.618 50.02
4.250 47.85
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 54.17 53.44
PP 54.06 53.03
S1 53.95 52.63

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

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