NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 54.86 56.41 1.55 2.8% 57.00
High 57.00 56.88 -0.12 -0.2% 57.50
Low 54.58 53.87 -0.71 -1.3% 52.57
Close 56.90 55.33 -1.57 -2.8% 56.90
Range 2.42 3.01 0.59 24.4% 4.93
ATR 2.80 2.82 0.02 0.6% 0.00
Volume 84,368 69,709 -14,659 -17.4% 216,457
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.39 62.87 56.99
R3 61.38 59.86 56.16
R2 58.37 58.37 55.88
R1 56.85 56.85 55.61 56.11
PP 55.36 55.36 55.36 54.99
S1 53.84 53.84 55.05 53.10
S2 52.35 52.35 54.78
S3 49.34 50.83 54.50
S4 46.33 47.82 53.67
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.45 68.60 59.61
R3 65.52 63.67 58.26
R2 60.59 60.59 57.80
R1 58.74 58.74 57.35 57.20
PP 55.66 55.66 55.66 54.89
S1 53.81 53.81 56.45 52.27
S2 50.73 50.73 56.00
S3 45.80 48.88 55.54
S4 40.87 43.95 54.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.50 52.57 4.93 8.9% 3.01 5.4% 56% False False 57,233
10 57.50 50.63 6.87 12.4% 2.89 5.2% 68% False False 44,544
20 57.50 47.02 10.48 18.9% 2.66 4.8% 79% False False 32,752
40 57.50 42.19 15.31 27.7% 2.71 4.9% 86% False False 25,951
60 57.50 42.19 15.31 27.7% 2.59 4.7% 86% False False 21,600
80 60.72 42.19 18.53 33.5% 2.71 4.9% 71% False False 18,412
100 64.57 42.19 22.38 40.4% 2.75 5.0% 59% False False 15,686
120 78.55 42.19 36.36 65.7% 2.63 4.7% 36% False False 13,547
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.67
2.618 64.76
1.618 61.75
1.000 59.89
0.618 58.74
HIGH 56.88
0.618 55.73
0.500 55.38
0.382 55.02
LOW 53.87
0.618 52.01
1.000 50.86
1.618 49.00
2.618 45.99
4.250 41.08
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 55.38 55.15
PP 55.36 54.97
S1 55.35 54.79

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

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