NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 57.03 56.39 -0.64 -1.1% 48.25
High 57.08 56.80 -0.28 -0.5% 55.76
Low 55.85 54.85 -1.00 -1.8% 47.02
Close 57.00 55.47 -1.53 -2.7% 55.20
Range 1.23 1.95 0.72 58.5% 8.74
ATR 2.69 2.65 -0.04 -1.4% 0.00
Volume 27,181 20,620 -6,561 -24.1% 95,576
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.56 60.46 56.54
R3 59.61 58.51 56.01
R2 57.66 57.66 55.83
R1 56.56 56.56 55.65 56.14
PP 55.71 55.71 55.71 55.49
S1 54.61 54.61 55.29 54.19
S2 53.76 53.76 55.11
S3 51.81 52.66 54.93
S4 49.86 50.71 54.40
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 78.88 75.78 60.01
R3 70.14 67.04 57.60
R2 61.40 61.40 56.80
R1 58.30 58.30 56.00 59.85
PP 52.66 52.66 52.66 53.44
S1 49.56 49.56 54.40 51.11
S2 43.92 43.92 53.60
S3 35.18 40.82 52.80
S4 26.44 32.08 50.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.29 52.43 4.86 8.8% 2.07 3.7% 63% False False 22,441
10 57.29 46.25 11.04 19.9% 2.62 4.7% 84% False False 19,965
20 57.29 44.27 13.02 23.5% 2.64 4.8% 86% False False 20,388
40 57.29 42.19 15.10 27.2% 2.48 4.5% 88% False False 17,357
60 60.72 42.19 18.53 33.4% 2.69 4.9% 72% False False 15,317
80 61.20 42.19 19.01 34.3% 2.77 5.0% 70% False False 13,049
100 76.25 42.19 34.06 61.4% 2.69 4.8% 39% False False 11,088
120 94.90 42.19 52.71 95.0% 2.54 4.6% 25% False False 9,679
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 False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.09
2.618 61.91
1.618 59.96
1.000 58.75
0.618 58.01
HIGH 56.80
0.618 56.06
0.500 55.83
0.382 55.59
LOW 54.85
0.618 53.64
1.000 52.90
1.618 51.69
2.618 49.74
4.250 46.56
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 55.83 56.07
PP 55.71 55.87
S1 55.59 55.67

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

View Archives - Comment on this page... - Back to Index of Symbols