NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 57.87 59.74 1.87 3.2% 54.26
High 59.85 59.74 -0.11 -0.2% 59.85
Low 57.39 57.83 0.44 0.8% 54.05
Close 59.74 59.41 -0.33 -0.6% 59.74
Range 2.46 1.91 -0.55 -22.4% 5.80
ATR 2.42 2.38 -0.04 -1.5% 0.00
Volume 176,581 148,918 -27,663 -15.7% 642,685
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 64.72 63.98 60.46
R3 62.81 62.07 59.94
R2 60.90 60.90 59.76
R1 60.16 60.16 59.59 59.58
PP 58.99 58.99 58.99 58.70
S1 58.25 58.25 59.23 57.67
S2 57.08 57.08 59.06
S3 55.17 56.34 58.88
S4 53.26 54.43 58.36
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 55.10 4.75 8.0% 2.23 3.8% 91% False False 141,727
10 59.85 49.93 9.92 16.7% 2.23 3.8% 96% False False 112,119
20 59.85 49.07 10.78 18.1% 2.19 3.7% 96% False False 90,476
40 59.85 47.02 12.83 21.6% 2.43 4.1% 97% False False 61,614
60 59.85 42.19 17.66 29.7% 2.54 4.3% 98% False False 47,459
80 59.85 42.19 17.66 29.7% 2.49 4.2% 98% False False 38,819
100 60.72 42.19 18.53 31.2% 2.61 4.4% 93% False False 32,824
120 64.57 42.19 22.38 37.7% 2.66 4.5% 77% False False 28,151
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.86
2.618 64.74
1.618 62.83
1.000 61.65
0.618 60.92
HIGH 59.74
0.618 59.01
0.500 58.79
0.382 58.56
LOW 57.83
0.618 56.65
1.000 55.92
1.618 54.74
2.618 52.83
4.250 49.71
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 59.20 59.04
PP 58.99 58.67
S1 58.79 58.30

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

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