NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 60.40 60.87 0.47 0.8% 60.40
High 61.65 62.83 1.18 1.9% 61.60
Low 59.63 60.55 0.92 1.5% 57.52
Close 60.81 62.62 1.81 3.0% 57.78
Range 2.02 2.28 0.26 12.9% 4.08
ATR 2.29 2.28 0.00 0.0% 0.00
Volume 38,377 53,527 15,150 39.5% 207,601
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 68.84 68.01 63.87
R3 66.56 65.73 63.25
R2 64.28 64.28 63.04
R1 63.45 63.45 62.83 63.87
PP 62.00 62.00 62.00 62.21
S1 61.17 61.17 62.41 61.59
S2 59.72 59.72 62.20
S3 57.44 58.89 61.99
S4 55.16 56.61 61.37
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.21 68.57 60.02
R3 67.13 64.49 58.90
R2 63.05 63.05 58.53
R1 60.41 60.41 58.15 59.69
PP 58.97 58.97 58.97 58.61
S1 56.33 56.33 57.41 55.61
S2 54.89 54.89 57.03
S3 50.81 52.25 56.66
S4 46.73 48.17 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.83 57.52 5.31 8.5% 2.49 4.0% 96% True False 43,344
10 62.83 57.52 5.31 8.5% 2.25 3.6% 96% True False 45,080
20 62.83 50.82 12.01 19.2% 2.17 3.5% 98% True False 36,276
40 62.83 50.76 12.07 19.3% 2.20 3.5% 98% True False 25,498
60 62.83 45.00 17.83 28.5% 2.26 3.6% 99% True False 20,400
80 62.83 43.34 19.49 31.1% 2.19 3.5% 99% True False 16,998
100 62.83 43.34 19.49 31.1% 2.16 3.4% 99% True False 14,397
120 62.83 43.34 19.49 31.1% 1.91 3.1% 99% True False 12,520
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.52
2.618 68.80
1.618 66.52
1.000 65.11
0.618 64.24
HIGH 62.83
0.618 61.96
0.500 61.69
0.382 61.42
LOW 60.55
0.618 59.14
1.000 58.27
1.618 56.86
2.618 54.58
4.250 50.86
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 62.31 61.81
PP 62.00 61.01
S1 61.69 60.20

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

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