NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 53.00 49.81 -3.19 -6.0% 53.54
High 53.00 50.60 -2.40 -4.5% 56.29
Low 50.00 49.50 -0.50 -1.0% 52.63
Close 50.59 50.59 0.00 0.0% 53.82
Range 3.00 1.10 -1.90 -63.3% 3.66
ATR 2.34 2.25 -0.09 -3.8% 0.00
Volume 4,755 7,887 3,132 65.9% 25,403
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.53 53.16 51.20
R3 52.43 52.06 50.89
R2 51.33 51.33 50.79
R1 50.96 50.96 50.69 51.15
PP 50.23 50.23 50.23 50.32
S1 49.86 49.86 50.49 50.05
S2 49.13 49.13 50.39
S3 48.03 48.76 50.29
S4 46.93 47.66 49.99
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.23 63.18 55.83
R3 61.57 59.52 54.83
R2 57.91 57.91 54.49
R1 55.86 55.86 54.16 56.89
PP 54.25 54.25 54.25 54.76
S1 52.20 52.20 53.48 53.23
S2 50.59 50.59 53.15
S3 46.93 48.54 52.81
S4 43.27 44.88 51.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.29 49.50 6.79 13.4% 2.16 4.3% 16% False True 5,762
10 60.00 49.50 10.50 20.8% 1.83 3.6% 10% False True 5,048
20 60.48 44.75 15.73 31.1% 1.73 3.4% 37% False False 3,875
40 62.08 44.75 17.33 34.3% 1.31 2.6% 34% False False 3,333
60 76.95 44.75 32.20 63.6% 1.47 2.9% 18% False False 2,855
80 107.20 44.75 62.45 123.4% 1.34 2.7% 9% False False 2,407
100 118.25 44.75 73.50 145.3% 1.18 2.3% 8% False False 1,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 55.28
2.618 53.48
1.618 52.38
1.000 51.70
0.618 51.28
HIGH 50.60
0.618 50.18
0.500 50.05
0.382 49.92
LOW 49.50
0.618 48.82
1.000 48.40
1.618 47.72
2.618 46.62
4.250 44.83
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 50.41 52.40
PP 50.23 51.79
S1 50.05 51.19

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

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