NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 54.38 50.73 -3.65 -6.7% 56.41
High 54.41 51.40 -3.01 -5.5% 56.88
Low 50.53 49.07 -1.46 -2.9% 53.67
Close 50.77 50.61 -0.16 -0.3% 54.56
Range 3.88 2.33 -1.55 -39.9% 3.21
ATR 2.64 2.61 -0.02 -0.8% 0.00
Volume 46,150 61,548 15,398 33.4% 294,001
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.35 56.31 51.89
R3 55.02 53.98 51.25
R2 52.69 52.69 51.04
R1 51.65 51.65 50.82 51.01
PP 50.36 50.36 50.36 50.04
S1 49.32 49.32 50.40 48.68
S2 48.03 48.03 50.18
S3 45.70 46.99 49.97
S4 43.37 44.66 49.33
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 55.53 49.07 6.46 12.8% 2.17 4.3% 24% False True 54,910
10 57.00 49.07 7.93 15.7% 2.47 4.9% 19% False True 58,014
20 57.50 49.07 8.43 16.7% 2.48 4.9% 18% False True 43,751
40 57.50 43.69 13.81 27.3% 2.60 5.1% 50% False False 31,587
60 57.50 42.19 15.31 30.3% 2.53 5.0% 55% False False 25,792
80 60.72 42.19 18.53 36.6% 2.67 5.3% 45% False False 21,975
100 61.20 42.19 19.01 37.6% 2.72 5.4% 44% False False 18,805
120 76.25 42.19 34.06 67.3% 2.66 5.3% 25% False False 16,170
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.30
2.618 57.50
1.618 55.17
1.000 53.73
0.618 52.84
HIGH 51.40
0.618 50.51
0.500 50.24
0.382 49.96
LOW 49.07
0.618 47.63
1.000 46.74
1.618 45.30
2.618 42.97
4.250 39.17
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 50.49 52.18
PP 50.36 51.65
S1 50.24 51.13

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

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