NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 60.87 62.23 1.36 2.2% 60.40
High 62.83 62.41 -0.42 -0.7% 61.60
Low 60.55 60.63 0.08 0.1% 57.52
Close 62.62 61.81 -0.81 -1.3% 57.78
Range 2.28 1.78 -0.50 -21.9% 4.08
ATR 2.28 2.26 -0.02 -0.9% 0.00
Volume 53,527 78,361 24,834 46.4% 207,601
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 66.96 66.16 62.79
R3 65.18 64.38 62.30
R2 63.40 63.40 62.14
R1 62.60 62.60 61.97 62.11
PP 61.62 61.62 61.62 61.37
S1 60.82 60.82 61.65 60.33
S2 59.84 59.84 61.48
S3 58.06 59.04 61.32
S4 56.28 57.26 60.83
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 8.6% 2.40 3.9% 81% False False 48,543
10 62.83 57.52 5.31 8.6% 2.15 3.5% 81% False False 46,819
20 62.83 50.82 12.01 19.4% 2.20 3.6% 92% False False 38,577
40 62.83 50.76 12.07 19.5% 2.22 3.6% 92% False False 27,228
60 62.83 45.00 17.83 28.8% 2.27 3.7% 94% False False 21,546
80 62.83 43.34 19.49 31.5% 2.19 3.5% 95% False False 17,920
100 62.83 43.34 19.49 31.5% 2.15 3.5% 95% False False 15,135
120 62.83 43.34 19.49 31.5% 1.93 3.1% 95% False False 13,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 69.98
2.618 67.07
1.618 65.29
1.000 64.19
0.618 63.51
HIGH 62.41
0.618 61.73
0.500 61.52
0.382 61.31
LOW 60.63
0.618 59.53
1.000 58.85
1.618 57.75
2.618 55.97
4.250 53.07
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 61.71 61.62
PP 61.62 61.42
S1 61.52 61.23

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

View Archives - Comment on this page... - Back to Index of Symbols