NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 55.26 58.62 3.36 6.1% 59.12
High 55.57 60.11 4.54 8.2% 61.22
Low 54.52 58.46 3.94 7.2% 58.55
Close 55.65 60.10 4.45 8.0% 59.35
Range 1.05 1.65 0.60 57.1% 2.67
ATR 2.16 2.32 0.16 7.6% 0.00
Volume 5,792 5,781 -11 -0.2% 26,508
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.51 63.95 61.01
R3 62.86 62.30 60.55
R2 61.21 61.21 60.40
R1 60.65 60.65 60.25 60.93
PP 59.56 59.56 59.56 59.70
S1 59.00 59.00 59.95 59.28
S2 57.91 57.91 59.80
S3 56.26 57.35 59.65
S4 54.61 55.70 59.19
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 67.72 66.20 60.82
R3 65.05 63.53 60.08
R2 62.38 62.38 59.84
R1 60.86 60.86 59.59 61.62
PP 59.71 59.71 59.71 60.09
S1 58.19 58.19 59.11 58.95
S2 57.04 57.04 58.86
S3 54.37 55.52 58.62
S4 51.70 52.85 57.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.11 54.52 5.59 9.3% 1.53 2.5% 100% True False 4,880
10 61.22 54.52 6.70 11.1% 1.40 2.3% 83% False False 5,240
20 61.22 49.00 12.22 20.3% 1.81 3.0% 91% False False 4,838
40 61.22 45.87 15.35 25.5% 1.73 2.9% 93% False False 4,461
60 61.22 45.87 15.35 25.5% 1.54 2.6% 93% False False 4,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.12
2.618 64.43
1.618 62.78
1.000 61.76
0.618 61.13
HIGH 60.11
0.618 59.48
0.500 59.29
0.382 59.09
LOW 58.46
0.618 57.44
1.000 56.81
1.618 55.79
2.618 54.14
4.250 51.45
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 59.83 59.17
PP 59.56 58.24
S1 59.29 57.32

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

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