NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 59.12 60.40 1.28 2.2% 55.72
High 60.71 60.40 -0.31 -0.5% 60.71
Low 59.08 58.70 -0.38 -0.6% 55.33
Close 60.62 60.23 -0.39 -0.6% 60.62
Range 1.63 1.70 0.07 4.3% 5.38
ATR 2.25 2.23 -0.02 -1.1% 0.00
Volume 55,780 36,318 -19,462 -34.9% 210,886
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 64.88 64.25 61.17
R3 63.18 62.55 60.70
R2 61.48 61.48 60.54
R1 60.85 60.85 60.39 60.32
PP 59.78 59.78 59.78 59.51
S1 59.15 59.15 60.07 58.62
S2 58.08 58.08 59.92
S3 56.38 57.45 59.76
S4 54.68 55.75 59.30
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.03 73.20 63.58
R3 69.65 67.82 62.10
R2 64.27 64.27 61.61
R1 62.44 62.44 61.11 63.36
PP 58.89 58.89 58.89 59.34
S1 57.06 57.06 60.13 57.98
S2 53.51 53.51 59.63
S3 48.13 51.68 59.14
S4 42.75 46.30 57.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.71 56.48 4.23 7.0% 1.92 3.2% 89% False False 45,391
10 60.71 51.15 9.56 15.9% 2.05 3.4% 95% False False 34,561
20 60.71 50.76 9.95 16.5% 2.09 3.5% 95% False False 27,973
40 60.71 48.06 12.65 21.0% 2.21 3.7% 96% False False 19,455
60 60.71 43.34 17.37 28.8% 2.25 3.7% 97% False False 16,330
80 60.71 43.34 17.37 28.8% 2.20 3.6% 97% False False 13,805
100 60.71 43.34 17.37 28.8% 2.04 3.4% 97% False False 11,691
120 65.09 43.34 21.75 36.1% 1.86 3.1% 78% False False 10,148
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.63
2.618 64.85
1.618 63.15
1.000 62.10
0.618 61.45
HIGH 60.40
0.618 59.75
0.500 59.55
0.382 59.35
LOW 58.70
0.618 57.65
1.000 57.00
1.618 55.95
2.618 54.25
4.250 51.48
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 60.00 59.91
PP 59.78 59.58
S1 59.55 59.26

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

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