NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 51.81 52.91 1.10 2.1% 55.90
High 53.68 54.02 0.34 0.6% 55.90
Low 51.51 52.51 1.00 1.9% 50.76
Close 53.31 53.40 0.09 0.2% 54.10
Range 2.17 1.51 -0.66 -30.4% 5.14
ATR 2.33 2.27 -0.06 -2.5% 0.00
Volume 22,243 30,643 8,400 37.8% 118,549
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 57.84 57.13 54.23
R3 56.33 55.62 53.82
R2 54.82 54.82 53.68
R1 54.11 54.11 53.54 54.47
PP 53.31 53.31 53.31 53.49
S1 52.60 52.60 53.26 52.96
S2 51.80 51.80 53.12
S3 50.29 51.09 52.98
S4 48.78 49.58 52.57
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% 2.12 4.0% 75% False False 25,124
10 56.71 50.76 5.95 11.1% 2.06 3.9% 44% False False 23,689
20 58.71 50.76 7.95 14.9% 2.25 4.2% 33% False False 20,186
40 58.71 47.14 11.57 21.7% 2.25 4.2% 54% False False 14,936
60 58.71 43.34 15.37 28.8% 2.21 4.1% 65% False False 12,575
80 60.48 43.34 17.14 32.1% 2.14 4.0% 59% False False 10,768
100 60.48 43.34 17.14 32.1% 1.98 3.7% 59% False False 9,196
120 72.08 43.34 28.74 53.8% 1.84 3.4% 35% False False 7,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 60.44
2.618 57.97
1.618 56.46
1.000 55.53
0.618 54.95
HIGH 54.02
0.618 53.44
0.500 53.27
0.382 53.09
LOW 52.51
0.618 51.58
1.000 51.00
1.618 50.07
2.618 48.56
4.250 46.09
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 53.36 53.13
PP 53.31 52.86
S1 53.27 52.59

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

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