NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 58.00 56.85 -1.15 -2.0% 58.21
High 58.33 57.70 -0.63 -1.1% 58.71
Low 55.34 55.83 0.49 0.9% 54.16
Close 56.83 56.44 -0.39 -0.7% 58.33
Range 2.99 1.87 -1.12 -37.5% 4.55
ATR 2.61 2.56 -0.05 -2.0% 0.00
Volume 17,805 17,604 -201 -1.1% 67,774
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 62.27 61.22 57.47
R3 60.40 59.35 56.95
R2 58.53 58.53 56.78
R1 57.48 57.48 56.61 57.07
PP 56.66 56.66 56.66 56.45
S1 55.61 55.61 56.27 55.20
S2 54.79 54.79 56.10
S3 52.92 53.74 55.93
S4 51.05 51.87 55.41
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 58.39 54.16 4.23 7.5% 2.50 4.4% 54% False False 17,999
10 58.71 51.74 6.97 12.3% 2.55 4.5% 67% False False 15,920
20 58.71 50.34 8.37 14.8% 2.34 4.2% 73% False False 12,083
40 58.71 43.34 15.37 27.2% 2.40 4.3% 85% False False 10,992
60 58.71 43.34 15.37 27.2% 2.23 3.9% 85% False False 9,492
80 60.48 43.34 17.14 30.4% 2.08 3.7% 76% False False 8,005
100 62.08 43.34 18.74 33.2% 1.83 3.2% 70% False False 6,902
120 76.95 43.34 33.61 59.5% 1.82 3.2% 39% False False 6,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 65.65
2.618 62.60
1.618 60.73
1.000 59.57
0.618 58.86
HIGH 57.70
0.618 56.99
0.500 56.77
0.382 56.54
LOW 55.83
0.618 54.67
1.000 53.96
1.618 52.80
2.618 50.93
4.250 47.88
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 56.77 56.87
PP 56.66 56.72
S1 56.55 56.58

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

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