NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 56.90 58.76 1.86 3.3% 53.50
High 58.82 60.52 1.70 2.9% 55.89
Low 56.48 57.80 1.32 2.3% 50.82
Close 58.76 59.03 0.27 0.5% 55.73
Range 2.34 2.72 0.38 16.2% 5.07
ATR 2.27 2.30 0.03 1.4% 0.00
Volume 36,181 60,968 24,787 68.5% 122,259
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 67.28 65.87 60.53
R3 64.56 63.15 59.78
R2 61.84 61.84 59.53
R1 60.43 60.43 59.28 61.14
PP 59.12 59.12 59.12 59.47
S1 57.71 57.71 58.78 58.42
S2 56.40 56.40 58.53
S3 53.68 54.99 58.28
S4 50.96 52.27 57.53
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 60.52 52.66 7.86 13.3% 2.37 4.0% 81% True False 35,546
10 60.52 50.82 9.70 16.4% 2.24 3.8% 85% True False 30,335
20 60.52 50.76 9.76 16.5% 2.19 3.7% 85% True False 25,260
40 60.52 47.14 13.38 22.7% 2.28 3.9% 89% True False 17,741
60 60.52 43.34 17.18 29.1% 2.28 3.9% 91% True False 14,987
80 60.52 43.34 17.18 29.1% 2.17 3.7% 91% True False 12,769
100 60.52 43.34 17.18 29.1% 2.05 3.5% 91% True False 10,825
120 65.27 43.34 21.93 37.2% 1.86 3.2% 72% False False 9,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 72.08
2.618 67.64
1.618 64.92
1.000 63.24
0.618 62.20
HIGH 60.52
0.618 59.48
0.500 59.16
0.382 58.84
LOW 57.80
0.618 56.12
1.000 55.08
1.618 53.40
2.618 50.68
4.250 46.24
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 59.16 58.85
PP 59.12 58.68
S1 59.07 58.50

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

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