NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 60.18 61.68 1.50 2.5% 59.74
High 62.26 61.87 -0.39 -0.6% 60.86
Low 59.86 59.92 0.06 0.1% 56.74
Close 62.04 61.05 -0.99 -1.6% 57.00
Range 2.40 1.95 -0.45 -18.8% 4.12
ATR 2.42 2.40 -0.02 -0.9% 0.00
Volume 252,709 270,022 17,313 6.9% 784,496
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 66.80 65.87 62.12
R3 64.85 63.92 61.59
R2 62.90 62.90 61.41
R1 61.97 61.97 61.23 61.46
PP 60.95 60.95 60.95 60.69
S1 60.02 60.02 60.87 59.51
S2 59.00 59.00 60.69
S3 57.05 58.07 60.51
S4 55.10 56.12 59.98
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 9.0% 2.49 4.1% 78% False False 209,050
10 62.26 56.74 5.52 9.0% 2.36 3.9% 78% False False 186,955
20 62.26 49.55 12.71 20.8% 2.36 3.9% 90% False False 141,304
40 62.26 49.07 13.19 21.6% 2.41 3.9% 91% False False 96,220
60 62.26 44.27 17.99 29.5% 2.48 4.1% 93% False False 70,943
80 62.26 42.19 20.07 32.9% 2.44 4.0% 94% False False 56,789
100 62.26 42.19 20.07 32.9% 2.58 4.2% 94% False False 47,678
120 62.26 42.19 20.07 32.9% 2.65 4.3% 94% False False 40,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 70.16
2.618 66.98
1.618 65.03
1.000 63.82
0.618 63.08
HIGH 61.87
0.618 61.13
0.500 60.90
0.382 60.66
LOW 59.92
0.618 58.71
1.000 57.97
1.618 56.76
2.618 54.81
4.250 51.63
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 61.00 60.90
PP 60.95 60.75
S1 60.90 60.60

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

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