NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 56.81 57.74 0.93 1.6% 56.52
High 58.19 57.78 -0.41 -0.7% 58.40
Low 56.81 55.72 -1.09 -1.9% 55.72
Close 58.07 56.65 -1.42 -2.4% 56.65
Range 1.38 2.06 0.68 49.3% 2.68
ATR 2.32 2.32 0.00 0.1% 0.00
Volume 6,186 7,027 841 13.6% 37,060
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.90 61.83 57.78
R3 60.84 59.77 57.22
R2 58.78 58.78 57.03
R1 57.71 57.71 56.84 57.22
PP 56.72 56.72 56.72 56.47
S1 55.65 55.65 56.46 55.16
S2 54.66 54.66 56.27
S3 52.60 53.59 56.08
S4 50.54 51.53 55.52
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.96 63.49 58.12
R3 62.28 60.81 57.39
R2 59.60 59.60 57.14
R1 58.13 58.13 56.90 58.87
PP 56.92 56.92 56.92 57.29
S1 55.45 55.45 56.40 56.19
S2 54.24 54.24 56.16
S3 51.56 52.77 55.91
S4 48.88 50.09 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.40 55.72 2.68 4.7% 1.63 2.9% 35% False True 7,412
10 58.40 48.06 10.34 18.3% 2.09 3.7% 83% False False 8,036
20 58.40 45.00 13.40 23.7% 2.26 4.0% 87% False False 9,542
40 58.40 43.34 15.06 26.6% 2.14 3.8% 88% False False 8,628
60 60.48 43.34 17.14 30.3% 2.16 3.8% 78% False False 7,394
80 60.48 43.34 17.14 30.3% 1.84 3.2% 78% False False 6,284
100 76.95 43.34 33.61 59.3% 1.77 3.1% 40% False False 5,383
120 90.08 43.34 46.74 82.5% 1.70 3.0% 28% False False 4,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.54
2.618 63.17
1.618 61.11
1.000 59.84
0.618 59.05
HIGH 57.78
0.618 56.99
0.500 56.75
0.382 56.51
LOW 55.72
0.618 54.45
1.000 53.66
1.618 52.39
2.618 50.33
4.250 46.97
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 56.75 56.96
PP 56.72 56.85
S1 56.68 56.75

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

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