NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 54.23 54.38 0.15 0.3% 56.41
High 55.28 54.41 -0.87 -1.6% 56.88
Low 53.90 50.53 -3.37 -6.3% 53.67
Close 54.56 50.77 -3.79 -6.9% 54.56
Range 1.38 3.88 2.50 181.2% 3.21
ATR 2.53 2.64 0.11 4.2% 0.00
Volume 47,288 46,150 -1,138 -2.4% 294,001
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 63.54 61.04 52.90
R3 59.66 57.16 51.84
R2 55.78 55.78 51.48
R1 53.28 53.28 51.13 52.59
PP 51.90 51.90 51.90 51.56
S1 49.40 49.40 50.41 48.71
S2 48.02 48.02 50.06
S3 44.14 45.52 49.70
S4 40.26 41.64 48.64
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.67 62.82 56.33
R3 61.46 59.61 55.44
R2 58.25 58.25 55.15
R1 56.40 56.40 54.85 55.72
PP 55.04 55.04 55.04 54.70
S1 53.19 53.19 54.27 52.51
S2 51.83 51.83 53.97
S3 48.62 49.98 53.68
S4 45.41 46.77 52.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.51 50.53 5.98 11.8% 2.15 4.2% 4% False True 54,088
10 57.50 50.53 6.97 13.7% 2.58 5.1% 3% False True 55,660
20 57.50 50.53 6.97 13.7% 2.47 4.9% 3% False True 41,495
40 57.50 43.42 14.08 27.7% 2.61 5.1% 52% False False 30,349
60 57.50 42.19 15.31 30.2% 2.56 5.0% 56% False False 24,987
80 60.72 42.19 18.53 36.5% 2.67 5.3% 46% False False 21,324
100 61.20 42.19 19.01 37.4% 2.75 5.4% 45% False False 18,226
120 76.25 42.19 34.06 67.1% 2.66 5.2% 25% False False 15,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.90
2.618 64.57
1.618 60.69
1.000 58.29
0.618 56.81
HIGH 54.41
0.618 52.93
0.500 52.47
0.382 52.01
LOW 50.53
0.618 48.13
1.000 46.65
1.618 44.25
2.618 40.37
4.250 34.04
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 52.47 52.91
PP 51.90 52.19
S1 51.34 51.48

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

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