NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 56.16 55.59 -0.57 -1.0% 52.60
High 56.50 57.67 1.17 2.1% 54.81
Low 55.20 55.10 -0.10 -0.2% 49.55
Close 55.44 57.59 2.15 3.9% 54.54
Range 1.30 2.57 1.27 97.7% 5.26
ATR 2.36 2.38 0.01 0.6% 0.00
Volume 98,058 113,293 15,235 15.5% 399,652
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 64.50 63.61 59.00
R3 61.93 61.04 58.30
R2 59.36 59.36 58.06
R1 58.47 58.47 57.83 58.92
PP 56.79 56.79 56.79 57.01
S1 55.90 55.90 57.35 56.35
S2 54.22 54.22 57.12
S3 51.65 53.33 56.88
S4 49.08 50.76 56.18
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 68.75 66.90 57.43
R3 63.49 61.64 55.99
R2 58.23 58.23 55.50
R1 56.38 56.38 55.02 57.31
PP 52.97 52.97 52.97 53.43
S1 51.12 51.12 54.06 52.05
S2 47.71 47.71 53.58
S3 42.45 45.86 53.09
S4 37.19 40.60 51.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.67 51.41 6.26 10.9% 2.18 3.8% 99% True False 94,077
10 57.67 49.55 8.12 14.1% 2.20 3.8% 99% True False 87,999
20 57.67 49.07 8.60 14.9% 2.28 4.0% 99% True False 76,051
40 57.67 46.25 11.42 19.8% 2.47 4.3% 99% True False 50,759
60 57.67 42.19 15.48 26.9% 2.53 4.4% 99% True False 39,813
80 57.67 42.19 15.48 26.9% 2.49 4.3% 99% True False 33,023
100 60.72 42.19 18.53 32.2% 2.67 4.6% 83% False False 28,078
120 65.19 42.19 23.00 39.9% 2.66 4.6% 67% False False 24,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.59
2.618 64.40
1.618 61.83
1.000 60.24
0.618 59.26
HIGH 57.67
0.618 56.69
0.500 56.39
0.382 56.08
LOW 55.10
0.618 53.51
1.000 52.53
1.618 50.94
2.618 48.37
4.250 44.18
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 57.19 57.01
PP 56.79 56.44
S1 56.39 55.86

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

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