NYMEX Light Sweet Crude Oil Future July 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 51.11 57.50 6.39 12.5% 49.32
High 55.84 58.54 2.70 4.8% 55.84
Low 50.86 54.66 3.80 7.5% 46.55
Close 55.80 58.19 2.39 4.3% 55.80
Range 4.98 3.88 -1.10 -22.1% 9.29
ATR 3.53 3.56 0.02 0.7% 0.00
Volume 7,374 9,075 1,701 23.1% 28,479
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.77 67.36 60.32
R3 64.89 63.48 59.26
R2 61.01 61.01 58.90
R1 59.60 59.60 58.55 60.31
PP 57.13 57.13 57.13 57.48
S1 55.72 55.72 57.83 56.43
S2 53.25 53.25 57.48
S3 49.37 51.84 57.12
S4 45.49 47.96 56.06
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 80.60 77.49 60.91
R3 71.31 68.20 58.35
R2 62.02 62.02 57.50
R1 58.91 58.91 56.65 60.47
PP 52.73 52.73 52.73 53.51
S1 49.62 49.62 54.95 51.18
S2 43.44 43.44 54.10
S3 34.15 40.33 53.25
S4 24.86 31.04 50.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.54 46.55 11.99 20.6% 4.17 7.2% 97% True False 7,510
10 58.54 43.67 14.87 25.6% 3.41 5.9% 98% True False 7,493
20 59.43 43.67 15.76 27.1% 3.42 5.9% 92% False False 7,178
40 70.85 43.67 27.18 46.7% 2.96 5.1% 53% False False 5,330
60 88.71 43.67 45.04 77.4% 2.59 4.5% 32% False False 4,474
80 110.25 43.67 66.58 114.4% 2.27 3.9% 22% False False 3,692
100 123.73 43.67 80.06 137.6% 1.91 3.3% 18% False False 3,049
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 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.03
2.618 68.70
1.618 64.82
1.000 62.42
0.618 60.94
HIGH 58.54
0.618 57.06
0.500 56.60
0.382 56.14
LOW 54.66
0.618 52.26
1.000 50.78
1.618 48.38
2.618 44.50
4.250 38.17
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 57.66 56.49
PP 57.13 54.78
S1 56.60 53.08

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

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