NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 59.74 60.18 0.44 0.7% 59.74
High 60.99 62.26 1.27 2.1% 60.86
Low 58.93 59.86 0.93 1.6% 56.74
Close 60.10 62.04 1.94 3.2% 57.00
Range 2.06 2.40 0.34 16.5% 4.12
ATR 2.42 2.42 0.00 -0.1% 0.00
Volume 222,290 252,709 30,419 13.7% 784,496
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 68.59 67.71 63.36
R3 66.19 65.31 62.70
R2 63.79 63.79 62.48
R1 62.91 62.91 62.26 63.35
PP 61.39 61.39 61.39 61.61
S1 60.51 60.51 61.82 60.95
S2 58.99 58.99 61.60
S3 56.59 58.11 61.38
S4 54.19 55.71 60.72
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 62.26 56.74 5.52 8.9% 2.56 4.1% 96% True False 191,038
10 62.26 56.74 5.52 8.9% 2.46 4.0% 96% True False 177,132
20 62.26 49.55 12.71 20.5% 2.33 3.8% 98% True False 132,566
40 62.26 49.07 13.19 21.3% 2.41 3.9% 98% True False 89,985
60 62.26 44.27 17.99 29.0% 2.50 4.0% 99% True False 66,678
80 62.26 42.19 20.07 32.4% 2.46 4.0% 99% True False 53,590
100 62.26 42.19 20.07 32.4% 2.59 4.2% 99% True False 45,024
120 62.26 42.19 20.07 32.4% 2.66 4.3% 99% True False 38,560
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.46
2.618 68.54
1.618 66.14
1.000 64.66
0.618 63.74
HIGH 62.26
0.618 61.34
0.500 61.06
0.382 60.78
LOW 59.86
0.618 58.38
1.000 57.46
1.618 55.98
2.618 53.58
4.250 49.66
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 61.71 61.20
PP 61.39 60.35
S1 61.06 59.51

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

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