NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 40.91 44.21 3.30 8.1% 45.66
High 44.43 45.10 0.67 1.5% 46.20
Low 40.24 40.41 0.17 0.4% 40.91
Close 43.55 43.67 0.12 0.3% 42.57
Range 4.19 4.69 0.50 11.9% 5.29
ATR 3.95 4.00 0.05 1.3% 0.00
Volume 354,707 276,261 -78,446 -22.1% 1,122,568
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.13 55.09 46.25
R3 52.44 50.40 44.96
R2 47.75 47.75 44.53
R1 45.71 45.71 44.10 44.39
PP 43.06 43.06 43.06 42.40
S1 41.02 41.02 43.24 39.70
S2 38.37 38.37 42.81
S3 33.68 36.33 42.38
S4 28.99 31.64 41.09
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 45.27 39.11 6.16 14.1% 4.07 9.3% 74% False False 284,340
10 48.35 39.11 9.24 21.2% 3.61 8.3% 49% False False 232,723
20 54.74 38.00 16.74 38.3% 4.00 9.2% 34% False False 148,317
40 58.48 38.00 20.48 46.9% 4.00 9.2% 28% False False 96,249
60 73.54 38.00 35.54 81.4% 4.06 9.3% 16% False False 69,485
80 106.03 38.00 68.03 155.8% 4.31 9.9% 8% False False 54,323
100 119.70 38.00 81.70 187.1% 4.28 9.8% 7% False False 44,650
120 127.94 38.00 89.94 206.0% 4.00 9.2% 6% False False 37,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.90
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 65.03
2.618 57.38
1.618 52.69
1.000 49.79
0.618 48.00
HIGH 45.10
0.618 43.31
0.500 42.76
0.382 42.20
LOW 40.41
0.618 37.51
1.000 35.72
1.618 32.82
2.618 28.13
4.250 20.48
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 43.37 43.15
PP 43.06 42.63
S1 42.76 42.11

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

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