NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 42.22 41.65 -0.57 -1.4% 46.05
High 42.32 43.44 1.12 2.6% 48.59
Low 40.18 41.02 0.84 2.1% 40.18
Close 41.44 41.68 0.24 0.6% 41.68
Range 2.14 2.42 0.28 13.1% 8.41
ATR 3.98 3.87 -0.11 -2.8% 0.00
Volume 291,416 245,854 -45,562 -15.6% 1,392,961
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 49.31 47.91 43.01
R3 46.89 45.49 42.35
R2 44.47 44.47 42.12
R1 43.07 43.07 41.90 43.77
PP 42.05 42.05 42.05 42.40
S1 40.65 40.65 41.46 41.35
S2 39.63 39.63 41.24
S3 37.21 38.23 41.01
S4 34.79 35.81 40.35
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.71 63.61 46.31
R3 60.30 55.20 43.99
R2 51.89 51.89 43.22
R1 46.79 46.79 42.45 45.14
PP 43.48 43.48 43.48 42.66
S1 38.38 38.38 40.91 36.73
S2 35.07 35.07 40.14
S3 26.66 29.97 39.37
S4 18.25 21.56 37.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.59 40.18 8.41 20.2% 3.40 8.1% 18% False False 278,592
10 48.59 39.11 9.48 22.7% 3.86 9.3% 27% False False 287,294
20 54.74 39.11 15.63 37.5% 3.88 9.3% 16% False False 221,757
40 55.30 38.00 17.30 41.5% 3.87 9.3% 21% False False 135,256
60 73.54 38.00 35.54 85.3% 3.96 9.5% 10% False False 96,529
80 90.57 38.00 52.57 126.1% 4.14 9.9% 7% False False 75,209
100 111.00 38.00 73.00 175.1% 4.30 10.3% 5% False False 61,507
120 123.30 38.00 85.30 204.7% 4.08 9.8% 4% False False 51,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.73
2.618 49.78
1.618 47.36
1.000 45.86
0.618 44.94
HIGH 43.44
0.618 42.52
0.500 42.23
0.382 41.94
LOW 41.02
0.618 39.52
1.000 38.60
1.618 37.10
2.618 34.68
4.250 30.74
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 42.23 41.89
PP 42.05 41.82
S1 41.86 41.75

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

View Archives - Comment on this page... - Back to Index of Symbols