NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 52.03 51.95 -0.08 -0.2% 55.92
High 52.06 56.27 4.21 8.1% 57.29
Low 50.63 51.95 1.32 2.6% 54.50
Close 51.77 56.10 4.33 8.4% 55.48
Range 1.43 4.32 2.89 202.1% 2.79
ATR 2.63 2.76 0.13 5.1% 0.00
Volume 37,028 33,662 -3,366 -9.1% 114,028
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 67.73 66.24 58.48
R3 63.41 61.92 57.29
R2 59.09 59.09 56.89
R1 57.60 57.60 56.50 58.35
PP 54.77 54.77 54.77 55.15
S1 53.28 53.28 55.70 54.03
S2 50.45 50.45 55.31
S3 46.13 48.96 54.91
S4 41.81 44.64 53.72
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.13 62.59 57.01
R3 61.34 59.80 56.25
R2 58.55 58.55 55.99
R1 57.01 57.01 55.74 56.39
PP 55.76 55.76 55.76 55.44
S1 54.22 54.22 55.22 53.60
S2 52.97 52.97 54.97
S3 50.18 51.43 54.71
S4 47.39 48.64 53.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.93 50.63 6.30 11.2% 2.81 5.0% 87% False False 28,468
10 57.29 50.63 6.66 11.9% 2.29 4.1% 82% False False 25,981
20 57.29 46.25 11.04 19.7% 2.60 4.6% 89% False False 22,998
40 57.29 42.19 15.10 26.9% 2.62 4.7% 92% False False 19,938
60 59.10 42.19 16.91 30.1% 2.57 4.6% 82% False False 17,340
80 60.72 42.19 18.53 33.0% 2.77 4.9% 75% False False 14,860
100 70.85 42.19 28.66 51.1% 2.72 4.9% 49% False False 12,626
120 85.30 42.19 43.11 76.8% 2.58 4.6% 32% False False 10,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 74.63
2.618 67.58
1.618 63.26
1.000 60.59
0.618 58.94
HIGH 56.27
0.618 54.62
0.500 54.11
0.382 53.60
LOW 51.95
0.618 49.28
1.000 47.63
1.618 44.96
2.618 40.64
4.250 33.59
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 55.44 55.22
PP 54.77 54.33
S1 54.11 53.45

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

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