NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 37.49 38.72 1.23 3.3% 47.04
High 39.50 39.45 -0.05 -0.1% 50.47
Low 36.10 35.52 -0.58 -1.6% 39.38
Close 37.78 37.28 -0.50 -1.3% 40.83
Range 3.40 3.93 0.53 15.6% 11.09
ATR 4.12 4.11 -0.01 -0.3% 0.00
Volume 272,828 340,615 67,787 24.8% 1,393,495
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 49.21 47.17 39.44
R3 45.28 43.24 38.36
R2 41.35 41.35 38.00
R1 39.31 39.31 37.64 38.37
PP 37.42 37.42 37.42 36.94
S1 35.38 35.38 36.92 34.44
S2 33.49 33.49 36.56
S3 29.56 31.45 36.20
S4 25.63 27.52 35.12
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.83 69.92 46.93
R3 65.74 58.83 43.88
R2 54.65 54.65 42.86
R1 47.74 47.74 41.85 45.65
PP 43.56 43.56 43.56 42.52
S1 36.65 36.65 39.81 34.56
S2 32.47 32.47 38.80
S3 21.38 25.56 37.78
S4 10.29 14.47 34.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.63 35.52 8.11 21.8% 3.41 9.2% 22% False True 301,924
10 50.47 35.52 14.95 40.1% 4.46 12.0% 12% False True 261,023
20 50.47 35.13 15.34 41.1% 4.03 10.8% 14% False False 208,471
40 60.32 35.13 25.19 67.6% 4.02 10.8% 9% False False 144,541
60 76.72 35.13 41.59 111.6% 4.30 11.5% 5% False False 103,668
80 109.44 35.13 74.31 199.3% 4.52 12.1% 3% False False 80,650
100 123.65 35.13 88.52 237.4% 4.42 11.8% 2% False False 65,765
120 129.51 35.13 94.38 253.2% 4.23 11.4% 2% False False 55,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.15
2.618 49.74
1.618 45.81
1.000 43.38
0.618 41.88
HIGH 39.45
0.618 37.95
0.500 37.49
0.382 37.02
LOW 35.52
0.618 33.09
1.000 31.59
1.618 29.16
2.618 25.23
4.250 18.82
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 37.49 38.16
PP 37.42 37.87
S1 37.35 37.57

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

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