NYMEX Light Sweet Crude Oil Future August 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 53.87 56.89 3.02 5.6% 49.06
High 56.15 58.89 2.74 4.9% 56.15
Low 53.87 56.88 3.01 5.6% 48.00
Close 56.78 59.11 2.33 4.1% 56.78
Range 2.28 2.01 -0.27 -11.8% 8.15
ATR 2.39 2.37 -0.02 -0.8% 0.00
Volume 2,879 1,919 -960 -33.3% 5,826
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.32 63.73 60.22
R3 62.31 61.72 59.66
R2 60.30 60.30 59.48
R1 59.71 59.71 59.29 60.01
PP 58.29 58.29 58.29 58.44
S1 57.70 57.70 58.93 58.00
S2 56.28 56.28 58.74
S3 54.27 55.69 58.56
S4 52.26 53.68 58.00
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.09 75.59 61.26
R3 69.94 67.44 59.02
R2 61.79 61.79 58.27
R1 59.29 59.29 57.53 60.54
PP 53.64 53.64 53.64 54.27
S1 51.14 51.14 56.03 52.39
S2 45.49 45.49 55.29
S3 37.34 42.99 54.54
S4 29.19 34.84 52.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.89 48.00 10.89 18.4% 2.60 4.4% 102% True False 1,549
10 58.89 44.75 14.14 23.9% 1.60 2.7% 102% True False 2,752
20 58.89 44.75 14.14 23.9% 1.31 2.2% 102% True False 2,848
40 71.56 44.75 26.81 45.4% 1.28 2.2% 54% False False 2,370
60 88.98 44.75 44.23 74.8% 1.34 2.3% 32% False False 2,135
80 109.67 44.75 64.92 109.8% 1.24 2.1% 22% False False 1,773
100 123.71 44.75 78.96 133.6% 0.99 1.7% 18% False False 1,485
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.43
2.618 64.15
1.618 62.14
1.000 60.90
0.618 60.13
HIGH 58.89
0.618 58.12
0.500 57.89
0.382 57.65
LOW 56.88
0.618 55.64
1.000 54.87
1.618 53.63
2.618 51.62
4.250 48.34
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 58.70 57.37
PP 58.29 55.63
S1 57.89 53.90

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

View Archives - Comment on this page... - Back to Index of Symbols