NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 54.40 54.59 0.19 0.3% 57.00
High 55.53 55.20 -0.33 -0.6% 57.50
Low 53.67 53.82 0.15 0.3% 52.57
Close 54.09 54.36 0.27 0.5% 56.90
Range 1.86 1.38 -0.48 -25.8% 4.93
ATR 2.71 2.62 -0.10 -3.5% 0.00
Volume 69,081 50,486 -18,595 -26.9% 216,457
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.60 57.86 55.12
R3 57.22 56.48 54.74
R2 55.84 55.84 54.61
R1 55.10 55.10 54.49 54.78
PP 54.46 54.46 54.46 54.30
S1 53.72 53.72 54.23 53.40
S2 53.08 53.08 54.11
S3 51.70 52.34 53.98
S4 50.32 50.96 53.60
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 53.67 3.33 6.1% 2.18 4.0% 21% False False 66,216
10 57.50 51.95 5.55 10.2% 2.71 5.0% 43% False False 53,529
20 57.50 50.63 6.87 12.6% 2.45 4.5% 54% False False 39,222
40 57.50 42.19 15.31 28.2% 2.62 4.8% 79% False False 28,892
60 57.50 42.19 15.31 28.2% 2.55 4.7% 79% False False 23,958
80 60.72 42.19 18.53 34.1% 2.67 4.9% 66% False False 20,358
100 61.20 42.19 19.01 35.0% 2.74 5.0% 64% False False 17,369
120 76.25 42.19 34.06 62.7% 2.64 4.8% 36% False False 14,973
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 61.07
2.618 58.81
1.618 57.43
1.000 56.58
0.618 56.05
HIGH 55.20
0.618 54.67
0.500 54.51
0.382 54.35
LOW 53.82
0.618 52.97
1.000 52.44
1.618 51.59
2.618 50.21
4.250 47.96
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 54.51 55.09
PP 54.46 54.85
S1 54.41 54.60

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

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