NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 56.47 58.00 1.53 2.7% 58.21
High 58.39 58.33 -0.06 -0.1% 58.71
Low 56.16 55.34 -0.82 -1.5% 54.16
Close 58.33 56.83 -1.50 -2.6% 58.33
Range 2.23 2.99 0.76 34.1% 4.55
ATR 2.58 2.61 0.03 1.1% 0.00
Volume 19,886 17,805 -2,081 -10.5% 67,774
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 65.80 64.31 58.47
R3 62.81 61.32 57.65
R2 59.82 59.82 57.38
R1 58.33 58.33 57.10 57.58
PP 56.83 56.83 56.83 56.46
S1 55.34 55.34 56.56 54.59
S2 53.84 53.84 56.28
S3 50.85 52.35 56.01
S4 47.86 49.36 55.19
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 70.72 69.07 60.83
R3 66.17 64.52 59.58
R2 61.62 61.62 59.16
R1 59.97 59.97 58.75 60.80
PP 57.07 57.07 57.07 57.48
S1 55.42 55.42 57.91 56.25
S2 52.52 52.52 57.50
S3 47.97 50.87 57.08
S4 43.42 46.32 55.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.71 54.16 4.55 8.0% 2.79 4.9% 59% False False 17,115
10 58.71 51.74 6.97 12.3% 2.70 4.7% 73% False False 14,965
20 58.71 48.06 10.65 18.7% 2.39 4.2% 82% False False 11,500
40 58.71 43.34 15.37 27.0% 2.39 4.2% 88% False False 10,777
60 58.71 43.34 15.37 27.0% 2.26 4.0% 88% False False 9,282
80 60.48 43.34 17.14 30.2% 2.07 3.6% 79% False False 7,813
100 65.09 43.34 21.75 38.3% 1.84 3.2% 62% False False 6,745
120 79.03 43.34 35.69 62.8% 1.83 3.2% 38% False False 5,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.04
2.618 66.16
1.618 63.17
1.000 61.32
0.618 60.18
HIGH 58.33
0.618 57.19
0.500 56.84
0.382 56.48
LOW 55.34
0.618 53.49
1.000 52.35
1.618 50.50
2.618 47.51
4.250 42.63
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 56.84 56.65
PP 56.83 56.46
S1 56.83 56.28

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

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