NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 63.59 65.57 1.98 3.1% 62.64
High 66.21 67.39 1.18 1.8% 67.39
Low 63.49 65.51 2.02 3.2% 60.30
Close 65.87 67.07 1.20 1.8% 67.07
Range 2.72 1.88 -0.84 -30.9% 7.09
ATR 2.24 2.22 -0.03 -1.2% 0.00
Volume 64,126 79,731 15,605 24.3% 253,783
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 72.30 71.56 68.10
R3 70.42 69.68 67.59
R2 68.54 68.54 67.41
R1 67.80 67.80 67.24 68.17
PP 66.66 66.66 66.66 66.84
S1 65.92 65.92 66.90 66.29
S2 64.78 64.78 66.73
S3 62.90 64.04 66.55
S4 61.02 62.16 66.04
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.19 83.72 70.97
R3 79.10 76.63 69.02
R2 72.01 72.01 68.37
R1 69.54 69.54 67.72 70.78
PP 64.92 64.92 64.92 65.54
S1 62.45 62.45 66.42 63.69
S2 57.83 57.83 65.77
S3 50.74 55.36 65.12
S4 43.65 48.27 63.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.39 60.30 7.09 10.6% 2.10 3.1% 95% True False 62,884
10 67.39 57.52 9.87 14.7% 2.25 3.4% 97% True False 55,714
20 67.39 52.66 14.73 22.0% 2.19 3.3% 98% True False 48,017
40 67.39 50.76 16.63 24.8% 2.22 3.3% 98% True False 34,101
60 67.39 47.14 20.25 30.2% 2.23 3.3% 98% True False 25,963
80 67.39 43.34 24.05 35.9% 2.20 3.3% 99% True False 21,436
100 67.39 43.34 24.05 35.9% 2.15 3.2% 99% True False 18,218
120 67.39 43.34 24.05 35.9% 2.01 3.0% 99% True False 15,666
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.38
2.618 72.31
1.618 70.43
1.000 69.27
0.618 68.55
HIGH 67.39
0.618 66.67
0.500 66.45
0.382 66.23
LOW 65.51
0.618 64.35
1.000 63.63
1.618 62.47
2.618 60.59
4.250 57.52
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 66.86 66.42
PP 66.66 65.76
S1 66.45 65.11

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

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