NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 50.73 50.95 0.22 0.4% 56.41
High 51.40 51.14 -0.26 -0.5% 56.88
Low 49.07 49.72 0.65 1.3% 53.67
Close 50.61 50.70 0.09 0.2% 54.56
Range 2.33 1.42 -0.91 -39.1% 3.21
ATR 2.61 2.53 -0.09 -3.3% 0.00
Volume 61,548 100,257 38,709 62.9% 294,001
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 54.78 54.16 51.48
R3 53.36 52.74 51.09
R2 51.94 51.94 50.96
R1 51.32 51.32 50.83 50.92
PP 50.52 50.52 50.52 50.32
S1 49.90 49.90 50.57 49.50
S2 49.10 49.10 50.44
S3 47.68 48.48 50.31
S4 46.26 47.06 49.92
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 55.28 49.07 6.21 12.2% 2.08 4.1% 26% False False 61,145
10 57.00 49.07 7.93 15.6% 2.35 4.6% 21% False False 64,104
20 57.50 49.07 8.43 16.6% 2.48 4.9% 19% False False 47,405
40 57.50 44.27 13.23 26.1% 2.59 5.1% 49% False False 33,735
60 57.50 42.19 15.31 30.2% 2.51 4.9% 56% False False 27,265
80 60.72 42.19 18.53 36.5% 2.65 5.2% 46% False False 23,138
100 61.20 42.19 19.01 37.5% 2.72 5.4% 45% False False 19,758
120 76.25 42.19 34.06 67.2% 2.66 5.2% 25% False False 16,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.18
2.618 54.86
1.618 53.44
1.000 52.56
0.618 52.02
HIGH 51.14
0.618 50.60
0.500 50.43
0.382 50.26
LOW 49.72
0.618 48.84
1.000 48.30
1.618 47.42
2.618 46.00
4.250 43.69
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 50.61 51.74
PP 50.52 51.39
S1 50.43 51.05

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

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