NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	57.00	55.73	-1.27	-2.2%	55.10
High	57.50	56.29	-1.21	-2.1%	57.24
Low	54.11	53.67	-0.44	-0.8%	50.63
Close	55.40	54.29	-1.11	-2.0%	56.52
Range	3.39	2.62	-0.77	-22.7%	6.61
ATR	2.78	2.76	-0.01	-0.4%	0.00
Volume	38,007	39,364	1,357	3.6%	159,277

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.61	61.07	55.73
R3	59.99	58.45	55.01
R2	57.37	57.37	54.77
R1	55.83	55.83	54.53	55.29
PP	54.75	54.75	54.75	54.48
S1	53.21	53.21	54.05	52.67
S2	52.13	52.13	53.81
S3	49.51	50.59	53.57
S4	46.89	47.97	52.85

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	12.7%	2.81	5.2%	53%	False	False	37,304
10	57.50	50.63	6.87	12.7%	2.62	4.8%	53%	False	False	30,706
20	57.50	46.25	11.25	20.7%	2.66	4.9%	71%	False	False	25,467
40	57.50	42.19	15.31	28.2%	2.65	4.9%	79%	False	False	21,694
60	57.50	42.19	15.31	28.2%	2.56	4.7%	79%	False	False	18,680
80	60.72	42.19	18.53	34.1%	2.77	5.1%	65%	False	False	16,085
100	65.19	42.19	23.00	42.4%	2.73	5.0%	53%	False	False	13,707
120	78.55	42.19	36.36	67.0%	2.59	4.8%	33%	False	False	11,894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	67.43
2.618	63.15
1.618	60.53
1.000	58.91
0.618	57.91
HIGH	56.29
0.618	55.29
0.500	54.98
0.382	54.67
LOW	53.67
0.618	52.05
1.000	51.05
1.618	49.43
2.618	46.81
4.250	42.54

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	54.98	55.59
PP	54.75	55.15
S1	54.52	54.72

Download as Excel Spreadsheet

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

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