NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 61.05 61.50 0.45 0.7% 57.22
High 61.98 62.54 0.56 0.9% 62.26
Low 60.50 59.53 -0.97 -1.6% 56.76
Close 61.67 62.45 0.78 1.3% 61.67
Range 1.48 3.01 1.53 103.4% 5.50
ATR 2.33 2.38 0.05 2.1% 0.00
Volume 237,412 186,302 -51,110 -21.5% 1,145,891
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 70.54 69.50 64.11
R3 67.53 66.49 63.28
R2 64.52 64.52 63.00
R1 63.48 63.48 62.73 64.00
PP 61.51 61.51 61.51 61.77
S1 60.47 60.47 62.17 60.99
S2 58.50 58.50 61.90
S3 55.49 57.46 61.62
S4 52.48 54.45 60.79
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.73 74.70 64.70
R3 71.23 69.20 63.18
R2 65.73 65.73 62.68
R1 63.70 63.70 62.17 64.72
PP 60.23 60.23 60.23 60.74
S1 58.20 58.20 61.17 59.22
S2 54.73 54.73 60.66
S3 49.23 52.70 60.16
S4 43.73 47.20 58.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.54 58.93 3.61 5.8% 2.18 3.5% 98% True False 233,747
10 62.54 56.74 5.80 9.3% 2.37 3.8% 98% True False 196,777
20 62.54 49.93 12.61 20.2% 2.30 3.7% 99% True False 154,448
40 62.54 49.07 13.47 21.6% 2.41 3.9% 99% True False 105,568
60 62.54 44.27 18.27 29.3% 2.47 4.0% 100% True False 77,112
80 62.54 42.19 20.35 32.6% 2.45 3.9% 100% True False 61,750
100 62.54 42.19 20.35 32.6% 2.58 4.1% 100% True False 51,802
120 62.54 42.19 20.35 32.6% 2.65 4.2% 100% True False 44,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.33
2.618 70.42
1.618 67.41
1.000 65.55
0.618 64.40
HIGH 62.54
0.618 61.39
0.500 61.04
0.382 60.68
LOW 59.53
0.618 57.67
1.000 56.52
1.618 54.66
2.618 51.65
4.250 46.74
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 61.98 61.98
PP 61.51 61.51
S1 61.04 61.04

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

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