NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 55.59 57.59 2.00 3.6% 52.60
High 57.67 59.65 1.98 3.4% 54.81
Low 55.10 56.75 1.65 3.0% 49.55
Close 57.59 58.02 0.43 0.7% 54.54
Range 2.57 2.90 0.33 12.8% 5.26
ATR 2.38 2.41 0.04 1.6% 0.00
Volume 113,293 171,789 58,496 51.6% 399,652
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 66.84 65.33 59.62
R3 63.94 62.43 58.82
R2 61.04 61.04 58.55
R1 59.53 59.53 58.29 60.29
PP 58.14 58.14 58.14 58.52
S1 56.63 56.63 57.75 57.39
S2 55.24 55.24 57.49
S3 52.34 53.73 57.22
S4 49.44 50.83 56.43
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 59.65 51.55 8.10 14.0% 2.45 4.2% 80% True False 108,553
10 59.65 49.55 10.10 17.4% 2.37 4.1% 84% True False 95,653
20 59.65 49.07 10.58 18.2% 2.24 3.9% 85% True False 81,905
40 59.65 46.25 13.40 23.1% 2.47 4.3% 88% True False 54,473
60 59.65 42.19 17.46 30.1% 2.51 4.3% 91% True False 42,499
80 59.65 42.19 17.46 30.1% 2.51 4.3% 91% True False 35,037
100 60.72 42.19 18.53 31.9% 2.65 4.6% 85% False False 29,712
120 65.19 42.19 23.00 39.6% 2.67 4.6% 69% False False 25,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.98
2.618 67.24
1.618 64.34
1.000 62.55
0.618 61.44
HIGH 59.65
0.618 58.54
0.500 58.20
0.382 57.86
LOW 56.75
0.618 54.96
1.000 53.85
1.618 52.06
2.618 49.16
4.250 44.43
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 58.20 57.81
PP 58.14 57.59
S1 58.08 57.38

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

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