NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 48.41 42.63 -5.78 -11.9% 38.40
High 49.09 43.63 -5.46 -11.1% 46.74
Low 42.41 40.54 -1.87 -4.4% 36.94
Close 42.63 41.70 -0.93 -2.2% 46.34
Range 6.68 3.09 -3.59 -53.7% 9.80
ATR 4.41 4.31 -0.09 -2.1% 0.00
Volume 331,307 306,262 -25,045 -7.6% 541,018
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 51.23 49.55 43.40
R3 48.14 46.46 42.55
R2 45.05 45.05 42.27
R1 43.37 43.37 41.98 42.67
PP 41.96 41.96 41.96 41.60
S1 40.28 40.28 41.42 39.58
S2 38.87 38.87 41.13
S3 35.78 37.19 40.85
S4 32.69 34.10 40.00
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 72.74 69.34 51.73
R3 62.94 59.54 49.04
R2 53.14 53.14 48.14
R1 49.74 49.74 47.24 51.44
PP 43.34 43.34 43.34 44.19
S1 39.94 39.94 45.44 41.64
S2 33.54 33.54 44.54
S3 23.74 30.14 43.65
S4 13.94 20.34 40.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.47 40.54 9.93 23.8% 4.41 10.6% 12% False True 253,922
10 50.47 35.13 15.34 36.8% 4.50 10.8% 43% False False 186,160
20 52.95 35.13 17.82 42.7% 4.32 10.4% 37% False False 177,231
40 63.57 35.13 28.44 68.2% 4.07 9.8% 23% False False 117,205
60 85.78 35.13 50.65 121.5% 4.40 10.6% 13% False False 84,489
80 109.44 35.13 74.31 178.2% 4.58 11.0% 9% False False 66,077
100 123.65 35.13 88.52 212.3% 4.43 10.6% 7% False False 53,816
120 133.55 35.13 98.42 236.0% 4.22 10.1% 7% False False 45,322
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 1.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.76
2.618 51.72
1.618 48.63
1.000 46.72
0.618 45.54
HIGH 43.63
0.618 42.45
0.500 42.09
0.382 41.72
LOW 40.54
0.618 38.63
1.000 37.45
1.618 35.54
2.618 32.45
4.250 27.41
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 42.09 45.51
PP 41.96 44.24
S1 41.83 42.97

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

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