NYMEX Light Sweet Crude Oil Future April 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	54.46	55.12	0.66	1.2%	43.40
High	56.86	55.58	-1.28	-2.3%	52.37
Low	53.67	49.96	-3.71	-6.9%	42.45
Close	55.34	50.06	-5.28	-9.5%	52.23
Range	3.19	5.62	2.43	76.2%	9.92
ATR	3.96	4.07	0.12	3.0%	0.00
Volume	28,822	35,142	6,320	21.9%	60,902

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.73	65.01	53.15
R3	63.11	59.39	51.61
R2	57.49	57.49	51.09
R1	53.77	53.77	50.58	52.82
PP	51.87	51.87	51.87	51.39
S1	48.15	48.15	49.54	47.20
S2	46.25	46.25	49.03
S3	40.63	42.53	48.51
S4	35.01	36.91	46.97

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.78	75.42	57.69
R3	68.86	65.50	54.96
R2	58.94	58.94	54.05
R1	55.58	55.58	53.14	57.26
PP	49.02	49.02	49.02	49.86
S1	45.66	45.66	51.32	47.34
S2	39.10	39.10	50.41
S3	29.18	35.74	49.50
S4	19.26	25.82	46.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.86	43.15	13.71	27.4%	5.33	10.6%	50%	False	False	23,659
10	56.86	39.82	17.04	34.0%	4.21	8.4%	60%	False	False	19,195
20	56.96	39.82	17.14	34.2%	3.96	7.9%	60%	False	False	21,292
40	68.86	39.82	29.04	58.0%	3.73	7.4%	35%	False	False	16,236
60	86.45	39.82	46.63	93.1%	3.92	7.8%	22%	False	False	13,083
80	111.15	39.82	71.33	142.5%	3.88	7.7%	14%	False	False	10,690
100	123.58	39.82	83.76	167.3%	3.32	6.6%	12%	False	False	8,892
120	133.73	39.82	93.91	187.6%	2.84	5.7%	11%	False	False	7,601

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	0.97
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.47
2.618	70.29
1.618	64.67
1.000	61.20
0.618	59.05
HIGH	55.58
0.618	53.43
0.500	52.77
0.382	52.11
LOW	49.96
0.618	46.49
1.000	44.34
1.618	40.87
2.618	35.25
4.250	26.08

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	52.77	53.41
PP	51.87	52.29
S1	50.96	51.18

Download as Excel Spreadsheet

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

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