NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 55.72 56.82 1.10 2.0% 59.50
High 57.56 58.00 0.44 0.8% 59.56
Low 55.70 56.46 0.76 1.4% 54.95
Close 57.21 57.33 0.12 0.2% 57.79
Range 1.86 1.54 -0.32 -17.2% 4.61
ATR 2.22 2.17 -0.05 -2.2% 0.00
Volume 13,755 24,132 10,377 75.4% 93,982
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 61.88 61.15 58.18
R3 60.34 59.61 57.75
R2 58.80 58.80 57.61
R1 58.07 58.07 57.47 58.44
PP 57.26 57.26 57.26 57.45
S1 56.53 56.53 57.19 56.90
S2 55.72 55.72 57.05
S3 54.18 54.99 56.91
S4 52.64 53.45 56.48
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 71.26 69.14 60.33
R3 66.65 64.53 59.06
R2 62.04 62.04 58.64
R1 59.92 59.92 58.21 58.68
PP 57.43 57.43 57.43 56.81
S1 55.31 55.31 57.37 54.07
S2 52.82 52.82 56.94
S3 48.21 50.70 56.52
S4 43.60 46.09 55.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.00 54.92 3.08 5.4% 1.92 3.3% 78% True False 19,756
10 60.46 54.92 5.54 9.7% 1.88 3.3% 44% False False 18,308
20 62.31 54.92 7.39 12.9% 2.19 3.8% 33% False False 18,492
40 62.31 49.46 12.85 22.4% 2.26 3.9% 61% False False 20,785
60 62.31 46.14 16.17 28.2% 2.33 4.1% 69% False False 20,775
80 64.09 46.14 17.95 31.3% 2.37 4.1% 62% False False 20,225
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 True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.55
2.618 62.03
1.618 60.49
1.000 59.54
0.618 58.95
HIGH 58.00
0.618 57.41
0.500 57.23
0.382 57.05
LOW 56.46
0.618 55.51
1.000 54.92
1.618 53.97
2.618 52.43
4.250 49.92
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 57.30 57.09
PP 57.26 56.85
S1 57.23 56.61

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

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