NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 52.49 51.81 -0.68 -1.3% 55.90
High 52.78 53.68 0.90 1.7% 55.90
Low 51.15 51.51 0.36 0.7% 50.76
Close 52.18 53.31 1.13 2.2% 54.10
Range 1.63 2.17 0.54 33.1% 5.14
ATR 2.35 2.33 -0.01 -0.5% 0.00
Volume 22,903 22,243 -660 -2.9% 118,549
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 59.34 58.50 54.50
R3 57.17 56.33 53.91
R2 55.00 55.00 53.71
R1 54.16 54.16 53.51 54.58
PP 52.83 52.83 52.83 53.05
S1 51.99 51.99 53.11 52.41
S2 50.66 50.66 52.91
S3 48.49 49.82 52.71
S4 46.32 47.65 52.12
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.01 66.69 56.93
R3 63.87 61.55 55.51
R2 58.73 58.73 55.04
R1 56.41 56.41 54.57 55.00
PP 53.59 53.59 53.59 52.88
S1 51.27 51.27 53.63 49.86
S2 48.45 48.45 53.16
S3 43.31 46.13 52.69
S4 38.17 40.99 51.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.25 50.82 3.43 6.4% 2.06 3.9% 73% False False 25,463
10 56.71 50.76 5.95 11.2% 2.02 3.8% 43% False False 22,359
20 58.71 50.76 7.95 14.9% 2.29 4.3% 32% False False 19,139
40 58.71 45.00 13.71 25.7% 2.27 4.2% 61% False False 14,335
60 58.71 43.34 15.37 28.8% 2.22 4.2% 65% False False 12,169
80 60.48 43.34 17.14 32.2% 2.15 4.0% 58% False False 10,421
100 60.48 43.34 17.14 32.2% 1.96 3.7% 58% False False 8,915
120 76.95 43.34 33.61 63.0% 1.88 3.5% 30% False False 7,735
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.90
2.618 59.36
1.618 57.19
1.000 55.85
0.618 55.02
HIGH 53.68
0.618 52.85
0.500 52.60
0.382 52.34
LOW 51.51
0.618 50.17
1.000 49.34
1.618 48.00
2.618 45.83
4.250 42.29
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 53.07 52.96
PP 52.83 52.60
S1 52.60 52.25

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

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