NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 62.64 63.24 0.60 1.0% 57.85
High 63.14 64.47 1.33 2.1% 62.83
Low 60.30 62.83 2.53 4.2% 57.57
Close 63.10 64.16 1.06 1.7% 62.38
Range 2.84 1.64 -1.20 -42.3% 5.26
ATR 2.25 2.21 -0.04 -1.9% 0.00
Volume 42,907 67,019 24,112 56.2% 265,454
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 68.74 68.09 65.06
R3 67.10 66.45 64.61
R2 65.46 65.46 64.46
R1 64.81 64.81 64.31 65.14
PP 63.82 63.82 63.82 63.98
S1 63.17 63.17 64.01 63.50
S2 62.18 62.18 63.86
S3 60.54 61.53 63.71
S4 58.90 59.89 63.26
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 76.71 74.80 65.27
R3 71.45 69.54 63.83
R2 66.19 66.19 63.34
R1 64.28 64.28 62.86 65.24
PP 60.93 60.93 60.93 61.40
S1 59.02 59.02 61.90 59.98
S2 55.67 55.67 61.42
S3 50.41 53.76 60.93
S4 45.15 48.50 59.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.47 60.30 4.17 6.5% 1.99 3.1% 93% True False 60,490
10 64.47 57.52 6.95 10.8% 2.23 3.5% 96% True False 51,440
20 64.47 51.51 12.96 20.2% 2.15 3.3% 98% True False 43,468
40 64.47 50.76 13.71 21.4% 2.25 3.5% 98% True False 30,949
60 64.47 45.00 19.47 30.3% 2.25 3.5% 98% True False 23,813
80 64.47 43.34 21.13 32.9% 2.19 3.4% 99% True False 19,789
100 64.47 43.34 21.13 32.9% 2.19 3.4% 99% True False 16,816
120 64.47 43.34 21.13 32.9% 1.98 3.1% 99% True False 14,506
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.44
2.618 68.76
1.618 67.12
1.000 66.11
0.618 65.48
HIGH 64.47
0.618 63.84
0.500 63.65
0.382 63.46
LOW 62.83
0.618 61.82
1.000 61.19
1.618 60.18
2.618 58.54
4.250 55.86
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 63.99 63.57
PP 63.82 62.98
S1 63.65 62.39

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

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