NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 67.85 69.35 1.50 2.2% 65.18
High 69.49 71.57 2.08 3.0% 69.49
Low 67.85 69.35 1.50 2.2% 62.93
Close 69.20 71.52 2.32 3.4% 69.20
Range 1.64 2.22 0.58 35.4% 6.56
ATR 2.00 2.03 0.03 1.3% 0.00
Volume 38,121 36,469 -1,652 -4.3% 120,712
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.47 76.72 72.74
R3 75.25 74.50 72.13
R2 73.03 73.03 71.93
R1 72.28 72.28 71.72 72.66
PP 70.81 70.81 70.81 71.00
S1 70.06 70.06 71.32 70.44
S2 68.59 68.59 71.11
S3 66.37 67.84 70.91
S4 64.15 65.62 70.30
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 71.57 62.93 8.64 12.1% 2.07 2.9% 99% True False 31,436
10 71.57 60.77 10.80 15.1% 1.93 2.7% 100% True False 26,886
20 71.57 59.30 12.27 17.2% 1.91 2.7% 100% True False 26,022
40 71.57 54.92 16.65 23.3% 2.02 2.8% 100% True False 21,938
60 71.57 49.46 22.11 30.9% 2.17 3.0% 100% True False 22,273
80 71.57 46.14 25.43 35.6% 2.24 3.1% 100% True False 22,079
100 71.57 46.14 25.43 35.6% 2.28 3.2% 100% True False 21,410
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.01
2.618 77.38
1.618 75.16
1.000 73.79
0.618 72.94
HIGH 71.57
0.618 70.72
0.500 70.46
0.382 70.20
LOW 69.35
0.618 67.98
1.000 67.13
1.618 65.76
2.618 63.54
4.250 59.92
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 71.17 70.55
PP 70.81 69.58
S1 70.46 68.62

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

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