NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 58.21 57.03 -1.18 -2.0% 56.05
High 58.71 57.43 -1.28 -2.2% 58.52
Low 55.41 55.26 -0.15 -0.3% 51.74
Close 56.76 55.83 -0.93 -1.6% 57.71
Range 3.30 2.17 -1.13 -34.2% 6.78
ATR 2.59 2.56 -0.03 -1.1% 0.00
Volume 13,184 16,760 3,576 27.1% 64,071
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.68 61.43 57.02
R3 60.51 59.26 56.43
R2 58.34 58.34 56.23
R1 57.09 57.09 56.03 56.63
PP 56.17 56.17 56.17 55.95
S1 54.92 54.92 55.63 54.46
S2 54.00 54.00 55.43
S3 51.83 52.75 55.23
S4 49.66 50.58 54.64
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.33 73.80 61.44
R3 69.55 67.02 59.57
R2 62.77 62.77 58.95
R1 60.24 60.24 58.33 61.51
PP 55.99 55.99 55.99 56.62
S1 53.46 53.46 57.09 54.73
S2 49.21 49.21 56.47
S3 42.43 46.68 55.85
S4 35.65 39.90 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.71 51.74 6.97 12.5% 2.60 4.7% 59% False False 15,249
10 58.71 51.74 6.97 12.5% 2.35 4.2% 59% False False 11,572
20 58.71 47.14 11.57 20.7% 2.36 4.2% 75% False False 10,221
40 58.71 43.34 15.37 27.5% 2.32 4.1% 81% False False 9,850
60 58.71 43.34 15.37 27.5% 2.16 3.9% 81% False False 8,605
80 60.48 43.34 17.14 30.7% 2.01 3.6% 73% False False 7,216
100 65.27 43.34 21.93 39.3% 1.79 3.2% 57% False False 6,233
120 79.03 43.34 35.69 63.9% 1.77 3.2% 35% False False 5,483
Crabel Price Patterns
NR True
NR4 True
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.65
2.618 63.11
1.618 60.94
1.000 59.60
0.618 58.77
HIGH 57.43
0.618 56.60
0.500 56.35
0.382 56.09
LOW 55.26
0.618 53.92
1.000 53.09
1.618 51.75
2.618 49.58
4.250 46.04
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 56.35 56.99
PP 56.17 56.60
S1 56.00 56.22

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

View Archives - Comment on this page... - Back to Index of Symbols