NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 49.18 53.67 4.49 9.1% 43.40
High 52.37 55.10 2.73 5.2% 52.37
Low 46.48 51.33 4.85 10.4% 42.45
Close 52.23 54.70 2.47 4.7% 52.23
Range 5.89 3.77 -2.12 -36.0% 9.92
ATR 4.03 4.01 -0.02 -0.5% 0.00
Volume 24,491 12,241 -12,250 -50.0% 60,902
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.02 63.63 56.77
R3 61.25 59.86 55.74
R2 57.48 57.48 55.39
R1 56.09 56.09 55.05 56.79
PP 53.71 53.71 53.71 54.06
S1 52.32 52.32 54.35 53.02
S2 49.94 49.94 54.01
S3 46.17 48.55 53.66
S4 42.40 44.78 52.63
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.78 75.42 57.69
R3 68.86 65.50 54.96
R2 58.94 58.94 54.05
R1 55.58 55.58 53.14 57.26
PP 49.02 49.02 49.02 49.86
S1 45.66 45.66 51.32 47.34
S2 39.10 39.10 50.41
S3 29.18 35.74 49.50
S4 19.26 25.82 46.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.10 42.45 12.65 23.1% 4.76 8.7% 97% True False 14,628
10 55.10 39.82 15.28 27.9% 3.87 7.1% 97% True False 17,786
20 56.96 39.82 17.14 31.3% 3.85 7.0% 87% False False 20,701
40 68.86 39.82 29.04 53.1% 3.66 6.7% 51% False False 15,081
60 89.50 39.82 49.68 90.8% 3.95 7.2% 30% False False 12,193
80 111.15 39.82 71.33 130.4% 3.79 6.9% 21% False False 9,947
100 123.58 39.82 83.76 153.1% 3.25 5.9% 18% False False 8,274
120 137.35 39.82 97.53 178.3% 2.76 5.0% 15% False False 7,081
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 1.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.12
2.618 64.97
1.618 61.20
1.000 58.87
0.618 57.43
HIGH 55.10
0.618 53.66
0.500 53.22
0.382 52.77
LOW 51.33
0.618 49.00
1.000 47.56
1.618 45.23
2.618 41.46
4.250 35.31
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 54.21 52.84
PP 53.71 50.98
S1 53.22 49.13

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

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