NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 57.50 58.05 0.55 1.0% 49.32
High 58.54 60.72 2.18 3.7% 55.84
Low 54.66 58.02 3.36 6.1% 46.55
Close 58.19 58.82 0.63 1.1% 55.80
Range 3.88 2.70 -1.18 -30.4% 9.29
ATR 3.56 3.50 -0.06 -1.7% 0.00
Volume 9,075 11,655 2,580 28.4% 28,479
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.29 65.75 60.31
R3 64.59 63.05 59.56
R2 61.89 61.89 59.32
R1 60.35 60.35 59.07 61.12
PP 59.19 59.19 59.19 59.57
S1 57.65 57.65 58.57 58.42
S2 56.49 56.49 58.33
S3 53.79 54.95 58.08
S4 51.09 52.25 57.34
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 60.72 47.39 13.33 22.7% 4.13 7.0% 86% True False 8,831
10 60.72 43.67 17.05 29.0% 3.51 6.0% 89% True False 7,836
20 60.72 43.67 17.05 29.0% 3.38 5.7% 89% True False 7,418
40 70.85 43.67 27.18 46.2% 2.95 5.0% 56% False False 5,554
60 85.30 43.67 41.63 70.8% 2.60 4.4% 36% False False 4,624
80 110.25 43.67 66.58 113.2% 2.29 3.9% 23% False False 3,833
100 123.73 43.67 80.06 136.1% 1.94 3.3% 19% False False 3,163
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 72.20
2.618 67.79
1.618 65.09
1.000 63.42
0.618 62.39
HIGH 60.72
0.618 59.69
0.500 59.37
0.382 59.05
LOW 58.02
0.618 56.35
1.000 55.32
1.618 53.65
2.618 50.95
4.250 46.55
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 59.37 57.81
PP 59.19 56.80
S1 59.00 55.79

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

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