NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 60.40 59.95 -0.45 -0.7% 55.72
High 60.40 61.60 1.20 2.0% 60.71
Low 58.70 59.76 1.06 1.8% 55.33
Close 60.23 60.59 0.36 0.6% 60.62
Range 1.70 1.84 0.14 8.2% 5.38
ATR 2.23 2.20 -0.03 -1.3% 0.00
Volume 36,318 32,257 -4,061 -11.2% 210,886
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 66.17 65.22 61.60
R3 64.33 63.38 61.10
R2 62.49 62.49 60.93
R1 61.54 61.54 60.76 62.02
PP 60.65 60.65 60.65 60.89
S1 59.70 59.70 60.42 60.18
S2 58.81 58.81 60.25
S3 56.97 57.86 60.08
S4 55.13 56.02 59.58
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 61.60 56.48 5.12 8.5% 2.05 3.4% 80% True False 44,300
10 61.60 51.51 10.09 16.7% 2.07 3.4% 90% True False 35,497
20 61.60 50.76 10.84 17.9% 2.03 3.3% 91% True False 28,696
40 61.60 48.06 13.54 22.3% 2.21 3.6% 93% True False 20,098
60 61.60 43.34 18.26 30.1% 2.27 3.7% 94% True False 16,750
80 61.60 43.34 18.26 30.1% 2.20 3.6% 94% True False 14,135
100 61.60 43.34 18.26 30.1% 2.06 3.4% 94% True False 11,990
120 65.09 43.34 21.75 35.9% 1.87 3.1% 79% False False 10,403
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.42
2.618 66.42
1.618 64.58
1.000 63.44
0.618 62.74
HIGH 61.60
0.618 60.90
0.500 60.68
0.382 60.46
LOW 59.76
0.618 58.62
1.000 57.92
1.618 56.78
2.618 54.94
4.250 51.94
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 60.68 60.44
PP 60.65 60.30
S1 60.62 60.15

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

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