NYMEX Light Sweet Crude Oil Future May 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 50.90 50.54 -0.36 -0.7% 51.13
High 52.00 51.55 -0.45 -0.9% 52.00
Low 48.11 49.05 0.94 2.0% 48.11
Close 50.61 49.51 -1.10 -2.2% 49.51
Range 3.89 2.50 -1.39 -35.7% 3.89
ATR 3.36 3.30 -0.06 -1.8% 0.00
Volume 33,115 28,118 -4,997 -15.1% 130,338
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.54 56.02 50.89
R3 55.04 53.52 50.20
R2 52.54 52.54 49.97
R1 51.02 51.02 49.74 50.53
PP 50.04 50.04 50.04 49.79
S1 48.52 48.52 49.28 48.03
S2 47.54 47.54 49.05
S3 45.04 46.02 48.82
S4 42.54 43.52 48.14
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.54 59.42 51.65
R3 57.65 55.53 50.58
R2 53.76 53.76 50.22
R1 51.64 51.64 49.87 50.76
PP 49.87 49.87 49.87 49.43
S1 47.75 47.75 49.15 46.87
S2 45.98 45.98 48.80
S3 42.09 43.86 48.44
S4 38.20 39.97 47.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 48.11 3.89 7.9% 2.80 5.7% 36% False False 26,067
10 58.31 48.11 10.20 20.6% 3.04 6.1% 14% False False 22,214
20 58.31 41.25 17.06 34.5% 3.30 6.7% 48% False False 16,112
40 59.89 41.25 18.64 37.6% 3.26 6.6% 44% False False 13,665
60 75.10 41.25 33.85 68.4% 3.30 6.7% 24% False False 11,100
80 107.65 41.25 66.40 134.1% 2.99 6.0% 12% False False 9,026
100 119.79 41.25 78.54 158.6% 2.54 5.1% 11% False False 7,601
120 126.47 41.25 85.22 172.1% 2.16 4.4% 10% False False 6,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.18
2.618 58.10
1.618 55.60
1.000 54.05
0.618 53.10
HIGH 51.55
0.618 50.60
0.500 50.30
0.382 50.01
LOW 49.05
0.618 47.51
1.000 46.55
1.618 45.01
2.618 42.51
4.250 38.43
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 50.30 50.06
PP 50.04 49.87
S1 49.77 49.69

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

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