NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 57.22 59.74 2.52 4.4% 59.74
High 59.92 60.99 1.07 1.8% 60.86
Low 56.76 58.93 2.17 3.8% 56.74
Close 59.59 60.10 0.51 0.9% 57.00
Range 3.16 2.06 -1.10 -34.8% 4.12
ATR 2.45 2.42 -0.03 -1.1% 0.00
Volume 163,458 222,290 58,832 36.0% 784,496
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 66.19 65.20 61.23
R3 64.13 63.14 60.67
R2 62.07 62.07 60.48
R1 61.08 61.08 60.29 61.58
PP 60.01 60.01 60.01 60.25
S1 59.02 59.02 59.91 59.52
S2 57.95 57.95 59.72
S3 55.89 56.96 59.53
S4 53.83 54.90 58.97
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 70.56 67.90 59.27
R3 66.44 63.78 58.13
R2 62.32 62.32 57.76
R1 59.66 59.66 57.38 58.93
PP 58.20 58.20 58.20 57.84
S1 55.54 55.54 56.62 54.81
S2 54.08 54.08 56.24
S3 49.96 51.42 55.87
S4 45.84 47.30 54.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.99 56.74 4.25 7.1% 2.55 4.2% 79% True False 173,324
10 60.99 55.10 5.89 9.8% 2.47 4.1% 85% True False 163,190
20 60.99 49.55 11.44 19.0% 2.28 3.8% 92% True False 124,943
40 60.99 49.07 11.92 19.8% 2.38 4.0% 93% True False 84,347
60 60.99 43.69 17.30 28.8% 2.49 4.1% 95% True False 62,706
80 60.99 42.19 18.80 31.3% 2.46 4.1% 95% True False 50,580
100 60.99 42.19 18.80 31.3% 2.59 4.3% 95% True False 42,569
120 61.20 42.19 19.01 31.6% 2.65 4.4% 94% False False 36,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 69.75
2.618 66.38
1.618 64.32
1.000 63.05
0.618 62.26
HIGH 60.99
0.618 60.20
0.500 59.96
0.382 59.72
LOW 58.93
0.618 57.66
1.000 56.87
1.618 55.60
2.618 53.54
4.250 50.18
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 60.05 59.69
PP 60.01 59.28
S1 59.96 58.87

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

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