NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 61.21 58.90 -2.31 -3.8% 61.06
High 61.21 61.30 0.09 0.1% 62.34
Low 58.40 58.36 -0.04 -0.1% 58.40
Close 58.61 61.02 2.41 4.1% 58.61
Range 2.81 2.94 0.13 4.6% 3.94
ATR 2.15 2.20 0.06 2.6% 0.00
Volume 17,133 18,555 1,422 8.3% 96,769
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 69.05 67.97 62.64
R3 66.11 65.03 61.83
R2 63.17 63.17 61.56
R1 62.09 62.09 61.29 62.63
PP 60.23 60.23 60.23 60.50
S1 59.15 59.15 60.75 59.69
S2 57.29 57.29 60.48
S3 54.35 56.21 60.21
S4 51.41 53.27 59.40
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.60 69.05 60.78
R3 67.66 65.11 59.69
R2 63.72 63.72 59.33
R1 61.17 61.17 58.97 60.48
PP 59.78 59.78 59.78 59.44
S1 57.23 57.23 58.25 56.54
S2 55.84 55.84 57.89
S3 51.90 53.29 57.53
S4 47.96 49.35 56.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.34 58.36 3.98 6.5% 2.36 3.9% 67% False True 19,570
10 62.34 57.70 4.64 7.6% 2.15 3.5% 72% False False 20,877
20 62.34 51.96 10.38 17.0% 2.03 3.3% 87% False False 17,178
40 62.34 51.96 10.38 17.0% 1.96 3.2% 87% False False 13,582
60 62.34 45.32 17.02 27.9% 2.14 3.5% 92% False False 12,122
80 62.34 44.19 18.15 29.7% 2.12 3.5% 93% False False 10,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 73.80
2.618 69.00
1.618 66.06
1.000 64.24
0.618 63.12
HIGH 61.30
0.618 60.18
0.500 59.83
0.382 59.48
LOW 58.36
0.618 56.54
1.000 55.42
1.618 53.60
2.618 50.66
4.250 45.87
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 60.62 60.66
PP 60.23 60.29
S1 59.83 59.93

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

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