NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 57.53 56.75 -0.78 -1.4% 60.00
High 58.28 57.10 -1.18 -2.0% 62.13
Low 55.95 55.41 -0.54 -1.0% 59.21
Close 57.72 56.54 -1.18 -2.0% 60.17
Range 2.33 1.69 -0.64 -27.5% 2.92
ATR 2.51 2.50 -0.01 -0.6% 0.00
Volume 23,279 28,861 5,582 24.0% 113,362
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.42 60.67 57.47
R3 59.73 58.98 57.00
R2 58.04 58.04 56.85
R1 57.29 57.29 56.69 56.82
PP 56.35 56.35 56.35 56.12
S1 55.60 55.60 56.39 55.13
S2 54.66 54.66 56.23
S3 52.97 53.91 56.08
S4 51.28 52.22 55.61
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 69.26 67.64 61.78
R3 66.34 64.72 60.97
R2 63.42 63.42 60.71
R1 61.80 61.80 60.44 62.61
PP 60.50 60.50 60.50 60.91
S1 58.88 58.88 59.90 59.69
S2 57.58 57.58 59.63
S3 54.66 55.96 59.37
S4 51.74 53.04 58.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.75 55.41 6.34 11.2% 2.12 3.7% 18% False True 21,987
10 62.13 55.41 6.72 11.9% 2.13 3.8% 17% False True 23,208
20 62.13 49.46 12.67 22.4% 2.33 4.1% 56% False False 23,078
40 62.13 46.14 15.99 28.3% 2.40 4.3% 65% False False 21,916
60 64.09 46.14 17.95 31.7% 2.43 4.3% 58% False False 20,803
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.28
2.618 61.52
1.618 59.83
1.000 58.79
0.618 58.14
HIGH 57.10
0.618 56.45
0.500 56.26
0.382 56.06
LOW 55.41
0.618 54.37
1.000 53.72
1.618 52.68
2.618 50.99
4.250 48.23
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 56.45 57.50
PP 56.35 57.18
S1 56.26 56.86

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

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