NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 62.91 64.77 1.86 3.0% 61.50
High 65.44 66.64 1.20 1.8% 66.64
Low 62.75 64.68 1.93 3.1% 59.53
Close 65.08 66.31 1.23 1.9% 66.31
Range 2.69 1.96 -0.73 -27.1% 7.11
ATR 2.35 2.33 -0.03 -1.2% 0.00
Volume 261,887 281,439 19,552 7.5% 996,755
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 71.76 70.99 67.39
R3 69.80 69.03 66.85
R2 67.84 67.84 66.67
R1 67.07 67.07 66.49 67.46
PP 65.88 65.88 65.88 66.07
S1 65.11 65.11 66.13 65.50
S2 63.92 63.92 65.95
S3 61.96 63.15 65.77
S4 60.00 61.19 65.23
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 85.49 83.01 70.22
R3 78.38 75.90 68.27
R2 71.27 71.27 67.61
R1 68.79 68.79 66.96 70.03
PP 64.16 64.16 64.16 64.78
S1 61.68 61.68 65.66 62.92
S2 57.05 57.05 65.01
S3 49.94 54.57 64.35
S4 42.83 47.46 62.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.64 59.53 7.11 10.7% 2.15 3.2% 95% True False 246,833
10 66.64 56.74 9.90 14.9% 2.32 3.5% 97% True False 227,942
20 66.64 51.55 15.09 22.8% 2.33 3.5% 98% True False 182,324
40 66.64 49.07 17.57 26.5% 2.39 3.6% 98% True False 123,651
60 66.64 46.25 20.39 30.7% 2.42 3.6% 98% True False 89,889
80 66.64 42.19 24.45 36.9% 2.47 3.7% 99% True False 71,495
100 66.64 42.19 24.45 36.9% 2.48 3.7% 99% True False 59,644
120 66.64 42.19 24.45 36.9% 2.63 4.0% 99% True False 50,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.97
2.618 71.77
1.618 69.81
1.000 68.60
0.618 67.85
HIGH 66.64
0.618 65.89
0.500 65.66
0.382 65.43
LOW 64.68
0.618 63.47
1.000 62.72
1.618 61.51
2.618 59.55
4.250 56.35
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 66.09 65.68
PP 65.88 65.05
S1 65.66 64.42

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

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