NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 44.45 43.36 -1.09 -2.5% 45.66
High 45.27 44.48 -0.79 -1.7% 46.20
Low 40.91 42.03 1.12 2.7% 40.91
Close 43.54 42.57 -0.97 -2.2% 42.57
Range 4.36 2.45 -1.91 -43.8% 5.29
ATR 3.99 3.88 -0.11 -2.8% 0.00
Volume 259,288 272,603 13,315 5.1% 1,122,568
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 50.38 48.92 43.92
R3 47.93 46.47 43.24
R2 45.48 45.48 43.02
R1 44.02 44.02 42.79 43.53
PP 43.03 43.03 43.03 42.78
S1 41.57 41.57 42.35 41.08
S2 40.58 40.58 42.12
S3 38.13 39.12 41.90
S4 35.68 36.67 41.22
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.10 56.12 45.48
R3 53.81 50.83 44.02
R2 48.52 48.52 43.54
R1 45.54 45.54 43.05 44.39
PP 43.23 43.23 43.23 42.65
S1 40.25 40.25 42.09 39.10
S2 37.94 37.94 41.60
S3 32.65 34.96 41.12
S4 27.36 29.67 39.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.20 40.91 5.29 12.4% 3.30 7.8% 31% False False 224,513
10 54.74 40.91 13.83 32.5% 3.57 8.4% 12% False False 175,902
20 54.74 38.00 16.74 39.3% 3.84 9.0% 27% False False 113,237
40 58.48 38.00 20.48 48.1% 3.90 9.2% 22% False False 75,738
60 73.54 38.00 35.54 83.5% 4.08 9.6% 13% False False 55,306
80 108.15 38.00 70.15 164.8% 4.28 10.0% 7% False False 43,506
100 121.38 38.00 83.38 195.9% 4.26 10.0% 5% False False 35,836
120 128.22 38.00 90.22 211.9% 3.96 9.3% 5% False False 30,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 54.89
2.618 50.89
1.618 48.44
1.000 46.93
0.618 45.99
HIGH 44.48
0.618 43.54
0.500 43.26
0.382 42.97
LOW 42.03
0.618 40.52
1.000 39.58
1.618 38.07
2.618 35.62
4.250 31.62
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 43.26 43.42
PP 43.03 43.13
S1 42.80 42.85

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

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