NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 48.65 49.84 1.19 2.4% 52.62
High 50.43 50.62 0.19 0.4% 55.16
Low 48.25 48.37 0.12 0.2% 51.41
Close 49.73 50.01 0.28 0.6% 52.79
Range 2.18 2.25 0.07 3.2% 3.75
ATR 3.18 3.12 -0.07 -2.1% 0.00
Volume 17,707 13,988 -3,719 -21.0% 59,772
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.42 55.46 51.25
R3 54.17 53.21 50.63
R2 51.92 51.92 50.42
R1 50.96 50.96 50.22 51.44
PP 49.67 49.67 49.67 49.91
S1 48.71 48.71 49.80 49.19
S2 47.42 47.42 49.60
S3 45.17 46.46 49.39
S4 42.92 44.21 48.77
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.37 62.33 54.85
R3 60.62 58.58 53.82
R2 56.87 56.87 53.48
R1 54.83 54.83 53.13 55.85
PP 53.12 53.12 53.12 53.63
S1 51.08 51.08 52.45 52.10
S2 49.37 49.37 52.10
S3 45.62 47.33 51.76
S4 41.87 43.58 50.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.16 48.25 6.91 13.8% 2.56 5.1% 25% False False 13,438
10 55.24 48.25 6.99 14.0% 2.36 4.7% 25% False False 12,522
20 60.72 43.67 17.05 34.1% 3.02 6.0% 37% False False 10,334
40 61.20 43.67 17.53 35.1% 3.03 6.1% 36% False False 8,083
60 76.25 43.67 32.58 65.1% 2.76 5.5% 19% False False 6,437
80 102.25 43.67 58.58 117.1% 2.45 4.9% 11% False False 5,422
100 118.21 43.67 74.54 149.1% 2.19 4.4% 9% False False 4,475
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.18
2.618 56.51
1.618 54.26
1.000 52.87
0.618 52.01
HIGH 50.62
0.618 49.76
0.500 49.50
0.382 49.23
LOW 48.37
0.618 46.98
1.000 46.12
1.618 44.73
2.618 42.48
4.250 38.81
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 49.84 49.89
PP 49.67 49.77
S1 49.50 49.66

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

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