NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 66.23 67.85 1.62 2.4% 65.18
High 68.40 69.49 1.09 1.6% 69.49
Low 65.66 67.85 2.19 3.3% 62.93
Close 68.12 69.20 1.08 1.6% 69.20
Range 2.74 1.64 -1.10 -40.1% 6.56
ATR 2.03 2.00 -0.03 -1.4% 0.00
Volume 32,437 38,121 5,684 17.5% 120,712
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 73.77 73.12 70.10
R3 72.13 71.48 69.65
R2 70.49 70.49 69.50
R1 69.84 69.84 69.35 70.17
PP 68.85 68.85 68.85 69.01
S1 68.20 68.20 69.05 68.53
S2 67.21 67.21 68.90
S3 65.57 66.56 68.75
S4 63.93 64.92 68.30
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.89 84.60 72.81
R3 80.33 78.04 71.00
R2 73.77 73.77 70.40
R1 71.48 71.48 69.80 72.63
PP 67.21 67.21 67.21 67.78
S1 64.92 64.92 68.60 66.07
S2 60.65 60.65 68.00
S3 54.09 58.36 67.40
S4 47.53 51.80 65.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.49 62.93 6.56 9.5% 1.89 2.7% 96% True False 28,439
10 69.49 60.66 8.83 12.8% 1.97 2.8% 97% True False 25,648
20 69.49 56.51 12.98 18.8% 1.96 2.8% 98% True False 24,886
40 69.49 54.92 14.57 21.1% 2.08 3.0% 98% True False 21,689
60 69.49 49.46 20.03 28.9% 2.16 3.1% 99% True False 22,152
80 69.49 46.14 23.35 33.7% 2.24 3.2% 99% True False 21,802
100 69.49 46.14 23.35 33.7% 2.29 3.3% 99% True False 21,158
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.46
2.618 73.78
1.618 72.14
1.000 71.13
0.618 70.50
HIGH 69.49
0.618 68.86
0.500 68.67
0.382 68.48
LOW 67.85
0.618 66.84
1.000 66.21
1.618 65.20
2.618 63.56
4.250 60.88
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 69.02 68.54
PP 68.85 67.88
S1 68.67 67.23

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

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