NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 56.41 55.29 -1.12 -2.0% 57.00
High 56.88 56.51 -0.37 -0.7% 57.50
Low 53.87 54.27 0.40 0.7% 52.57
Close 55.33 54.93 -0.40 -0.7% 56.90
Range 3.01 2.24 -0.77 -25.6% 4.93
ATR 2.82 2.78 -0.04 -1.5% 0.00
Volume 69,709 57,437 -12,272 -17.6% 216,457
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.96 60.68 56.16
R3 59.72 58.44 55.55
R2 57.48 57.48 55.34
R1 56.20 56.20 55.14 55.72
PP 55.24 55.24 55.24 55.00
S1 53.96 53.96 54.72 53.48
S2 53.00 53.00 54.52
S3 50.76 51.72 54.31
S4 48.52 49.48 53.70
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 57.00 52.57 4.43 8.1% 2.78 5.1% 53% False False 61,119
10 57.50 50.63 6.87 12.5% 2.75 5.0% 63% False False 47,944
20 57.50 49.09 8.41 15.3% 2.62 4.8% 69% False False 35,057
40 57.50 42.19 15.31 27.9% 2.72 5.0% 83% False False 26,936
60 57.50 42.19 15.31 27.9% 2.57 4.7% 83% False False 22,323
80 60.72 42.19 18.53 33.7% 2.70 4.9% 69% False False 19,079
100 61.20 42.19 19.01 34.6% 2.74 5.0% 67% False False 16,227
120 76.25 42.19 34.06 62.0% 2.64 4.8% 37% False False 14,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 66.03
2.618 62.37
1.618 60.13
1.000 58.75
0.618 57.89
HIGH 56.51
0.618 55.65
0.500 55.39
0.382 55.13
LOW 54.27
0.618 52.89
1.000 52.03
1.618 50.65
2.618 48.41
4.250 44.75
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 55.39 55.44
PP 55.24 55.27
S1 55.08 55.10

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

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