NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 55.72 57.52 1.80 3.2% 53.50
High 57.68 57.84 0.16 0.3% 55.89
Low 55.33 56.65 1.32 2.4% 50.82
Close 57.64 56.84 -0.80 -1.4% 55.73
Range 2.35 1.19 -1.16 -49.4% 5.07
ATR 2.34 2.26 -0.08 -3.5% 0.00
Volume 20,246 37,711 17,465 86.3% 122,259
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 60.68 59.95 57.49
R3 59.49 58.76 57.17
R2 58.30 58.30 57.06
R1 57.57 57.57 56.95 57.34
PP 57.11 57.11 57.11 57.00
S1 56.38 56.38 56.73 56.15
S2 55.92 55.92 56.62
S3 54.73 55.19 56.51
S4 53.54 54.00 56.19
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 69.36 67.61 58.52
R3 64.29 62.54 57.12
R2 59.22 59.22 56.66
R1 57.47 57.47 56.19 58.35
PP 54.15 54.15 54.15 54.58
S1 52.40 52.40 55.27 53.28
S2 49.08 49.08 54.80
S3 44.01 47.33 54.34
S4 38.94 42.26 52.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.84 51.51 6.33 11.1% 2.09 3.7% 84% True False 26,693
10 57.84 50.82 7.02 12.4% 2.01 3.5% 86% True False 26,618
20 58.71 50.76 7.95 14.0% 2.21 3.9% 76% False False 21,900
40 58.71 47.14 11.57 20.4% 2.26 4.0% 84% False False 15,977
60 58.71 43.34 15.37 27.0% 2.27 4.0% 88% False False 13,627
80 58.71 43.34 15.37 27.0% 2.13 3.7% 88% False False 11,670
100 60.48 43.34 17.14 30.2% 2.02 3.5% 79% False False 9,900
120 71.56 43.34 28.22 49.6% 1.86 3.3% 48% False False 8,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 62.90
2.618 60.96
1.618 59.77
1.000 59.03
0.618 58.58
HIGH 57.84
0.618 57.39
0.500 57.25
0.382 57.10
LOW 56.65
0.618 55.91
1.000 55.46
1.618 54.72
2.618 53.53
4.250 51.59
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 57.25 56.31
PP 57.11 55.78
S1 56.98 55.25

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

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