NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 60.74 61.76 1.02 1.7% 58.40
High 62.24 62.30 0.06 0.1% 62.30
Low 60.10 60.92 0.82 1.4% 58.40
Close 60.86 62.23 1.37 2.3% 62.23
Range 2.14 1.38 -0.76 -35.5% 3.90
ATR 1.89 1.86 -0.03 -1.7% 0.00
Volume 11,071 17,227 6,156 55.6% 58,965
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 65.96 65.47 62.99
R3 64.58 64.09 62.61
R2 63.20 63.20 62.48
R1 62.71 62.71 62.36 62.96
PP 61.82 61.82 61.82 61.94
S1 61.33 61.33 62.10 61.58
S2 60.44 60.44 61.98
S3 59.06 59.95 61.85
S4 57.68 58.57 61.47
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 72.68 71.35 64.38
R3 68.78 67.45 63.30
R2 64.88 64.88 62.95
R1 63.55 63.55 62.59 64.22
PP 60.98 60.98 60.98 61.31
S1 59.65 59.65 61.87 60.32
S2 57.08 57.08 61.52
S3 53.18 55.75 61.16
S4 49.28 51.85 60.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.30 58.40 3.90 6.3% 1.53 2.5% 98% True False 11,793
10 62.30 53.00 9.30 14.9% 1.55 2.5% 99% True False 9,548
20 62.30 53.00 9.30 14.9% 1.52 2.4% 99% True False 8,004
40 62.30 49.73 12.57 20.2% 1.64 2.6% 99% True False 7,346
60 62.30 45.06 17.24 27.7% 1.65 2.6% 100% True False 6,778
80 62.30 45.06 17.24 27.7% 1.59 2.6% 100% True False 5,950
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.17
2.618 65.91
1.618 64.53
1.000 63.68
0.618 63.15
HIGH 62.30
0.618 61.77
0.500 61.61
0.382 61.45
LOW 60.92
0.618 60.07
1.000 59.54
1.618 58.69
2.618 57.31
4.250 55.06
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 62.02 61.65
PP 61.82 61.06
S1 61.61 60.48

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

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