NYMEX Light Sweet Crude Oil Future March 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 40.90 40.91 0.01 0.0% 45.66
High 43.79 44.43 0.64 1.5% 46.20
Low 39.11 40.24 1.13 2.9% 40.91
Close 40.84 43.55 2.71 6.6% 42.57
Range 4.68 4.19 -0.49 -10.5% 5.29
ATR 3.93 3.95 0.02 0.5% 0.00
Volume 258,845 354,707 95,862 37.0% 1,122,568
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.31 53.62 45.85
R3 51.12 49.43 44.70
R2 46.93 46.93 44.32
R1 45.24 45.24 43.93 46.09
PP 42.74 42.74 42.74 43.16
S1 41.05 41.05 43.17 41.90
S2 38.55 38.55 42.78
S3 34.36 36.86 42.40
S4 30.17 32.67 41.25
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 45.92 39.11 6.81 15.6% 3.82 8.8% 65% False False 277,659
10 53.44 39.11 14.33 32.9% 3.77 8.6% 31% False False 223,477
20 54.74 38.00 16.74 38.4% 3.95 9.1% 33% False False 137,205
40 58.48 38.00 20.48 47.0% 3.94 9.1% 27% False False 90,065
60 73.54 38.00 35.54 81.6% 4.09 9.4% 16% False False 65,127
80 106.89 38.00 68.89 158.2% 4.29 9.8% 8% False False 50,979
100 121.38 38.00 83.38 191.5% 4.28 9.8% 7% False False 41,932
120 128.00 38.00 90.00 206.7% 3.98 9.1% 6% False False 35,302
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 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.24
2.618 55.40
1.618 51.21
1.000 48.62
0.618 47.02
HIGH 44.43
0.618 42.83
0.500 42.34
0.382 41.84
LOW 40.24
0.618 37.65
1.000 36.05
1.618 33.46
2.618 29.27
4.250 22.43
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 43.15 42.97
PP 42.74 42.38
S1 42.34 41.80

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

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