NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 55.60 57.00 1.40 2.5% 55.10
High 57.24 57.50 0.26 0.5% 57.24
Low 54.97 54.11 -0.86 -1.6% 50.63
Close 56.52 55.40 -1.12 -2.0% 56.52
Range 2.27 3.39 1.12 49.3% 6.61
ATR 2.73 2.78 0.05 1.7% 0.00
Volume 38,461 38,007 -454 -1.2% 159,277
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.84 64.01 57.26
R3 62.45 60.62 56.33
R2 59.06 59.06 56.02
R1 57.23 57.23 55.71 56.45
PP 55.67 55.67 55.67 55.28
S1 53.84 53.84 55.09 53.06
S2 52.28 52.28 54.78
S3 48.89 50.45 54.47
S4 45.50 47.06 53.54
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 74.63 72.18 60.16
R3 68.02 65.57 58.34
R2 61.41 61.41 57.73
R1 58.96 58.96 57.13 60.19
PP 54.80 54.80 54.80 55.41
S1 52.35 52.35 55.91 53.58
S2 48.19 48.19 55.31
S3 41.58 45.74 54.70
S4 34.97 39.13 52.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.50 50.63 6.87 12.4% 2.72 4.9% 69% True False 34,769
10 57.50 50.63 6.87 12.4% 2.48 4.5% 69% True False 29,488
20 57.50 46.25 11.25 20.3% 2.64 4.8% 81% True False 25,025
40 57.50 42.19 15.31 27.6% 2.64 4.8% 86% True False 21,162
60 57.50 42.19 15.31 27.6% 2.54 4.6% 86% True False 18,221
80 60.72 42.19 18.53 33.4% 2.77 5.0% 71% False False 15,662
100 66.15 42.19 23.96 43.2% 2.72 4.9% 55% False False 13,335
120 85.30 42.19 43.11 77.8% 2.60 4.7% 31% False False 11,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.91
2.618 66.38
1.618 62.99
1.000 60.89
0.618 59.60
HIGH 57.50
0.618 56.21
0.500 55.81
0.382 55.40
LOW 54.11
0.618 52.01
1.000 50.72
1.618 48.62
2.618 45.23
4.250 39.70
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 55.81 55.18
PP 55.67 54.95
S1 55.54 54.73

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

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