NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 57.59 57.87 0.28 0.5% 54.26
High 59.65 59.85 0.20 0.3% 59.85
Low 56.75 57.39 0.64 1.1% 54.05
Close 58.02 59.74 1.72 3.0% 59.74
Range 2.90 2.46 -0.44 -15.2% 5.80
ATR 2.41 2.42 0.00 0.1% 0.00
Volume 171,789 176,581 4,792 2.8% 642,685
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 66.37 65.52 61.09
R3 63.91 63.06 60.42
R2 61.45 61.45 60.19
R1 60.60 60.60 59.97 61.03
PP 58.99 58.99 58.99 59.21
S1 58.14 58.14 59.51 58.57
S2 56.53 56.53 59.29
S3 54.07 55.68 59.06
S4 51.61 53.22 58.39
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.28 73.31 62.93
R3 69.48 67.51 61.34
R2 63.68 63.68 60.80
R1 61.71 61.71 60.27 62.70
PP 57.88 57.88 57.88 58.37
S1 55.91 55.91 59.21 56.90
S2 52.08 52.08 58.68
S3 46.28 50.11 58.15
S4 40.48 44.31 56.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.85 54.05 5.80 9.7% 2.29 3.8% 98% True False 128,537
10 59.85 49.55 10.30 17.2% 2.34 3.9% 99% True False 104,233
20 59.85 49.07 10.78 18.0% 2.25 3.8% 99% True False 86,516
40 59.85 47.02 12.83 21.5% 2.43 4.1% 99% True False 58,265
60 59.85 42.19 17.66 29.6% 2.53 4.2% 99% True False 45,245
80 59.85 42.19 17.66 29.6% 2.50 4.2% 99% True False 37,141
100 60.72 42.19 18.53 31.0% 2.64 4.4% 95% False False 31,381
120 64.57 42.19 22.38 37.5% 2.66 4.4% 78% False False 26,950
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.31
2.618 66.29
1.618 63.83
1.000 62.31
0.618 61.37
HIGH 59.85
0.618 58.91
0.500 58.62
0.382 58.33
LOW 57.39
0.618 55.87
1.000 54.93
1.618 53.41
2.618 50.95
4.250 46.94
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 59.37 58.99
PP 58.99 58.23
S1 58.62 57.48

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

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