NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 59.08 60.15 1.07 1.8% 54.26
High 60.86 60.70 -0.16 -0.3% 59.85
Low 58.72 58.35 -0.37 -0.6% 54.05
Close 59.71 58.97 -0.74 -1.2% 59.74
Range 2.14 2.35 0.21 9.8% 5.80
ATR 2.36 2.36 0.00 0.0% 0.00
Volume 154,705 164,136 9,431 6.1% 642,685
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 66.39 65.03 60.26
R3 64.04 62.68 59.62
R2 61.69 61.69 59.40
R1 60.33 60.33 59.19 59.84
PP 59.34 59.34 59.34 59.09
S1 57.98 57.98 58.75 57.49
S2 56.99 56.99 58.54
S3 54.64 55.63 58.32
S4 52.29 53.28 57.68
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 60.86 56.75 4.11 7.0% 2.35 4.0% 54% False False 163,225
10 60.86 51.41 9.45 16.0% 2.27 3.8% 80% False False 128,651
20 60.86 49.07 11.79 20.0% 2.21 3.7% 84% False False 100,092
40 60.86 49.07 11.79 20.0% 2.37 4.0% 84% False False 68,868
60 60.86 42.19 18.67 31.7% 2.50 4.2% 90% False False 52,121
80 60.86 42.19 18.67 31.7% 2.47 4.2% 90% False False 42,478
100 60.86 42.19 18.67 31.7% 2.59 4.4% 90% False False 35,904
120 61.20 42.19 19.01 32.2% 2.65 4.5% 88% False False 30,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.69
2.618 66.85
1.618 64.50
1.000 63.05
0.618 62.15
HIGH 60.70
0.618 59.80
0.500 59.53
0.382 59.25
LOW 58.35
0.618 56.90
1.000 56.00
1.618 54.55
2.618 52.20
4.250 48.36
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 59.53 59.35
PP 59.34 59.22
S1 59.16 59.10

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

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