NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 60.20 59.82 -0.38 -0.6% 49.06
High 60.48 60.00 -0.48 -0.8% 56.15
Low 59.61 55.38 -4.23 -7.1% 48.00
Close 59.68 55.40 -4.28 -7.2% 56.78
Range 0.87 4.62 3.75 431.0% 8.15
ATR 2.29 2.46 0.17 7.2% 0.00
Volume 3,341 3,194 -147 -4.4% 5,826
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 70.79 67.71 57.94
R3 66.17 63.09 56.67
R2 61.55 61.55 56.25
R1 58.47 58.47 55.82 57.70
PP 56.93 56.93 56.93 56.54
S1 53.85 53.85 54.98 53.08
S2 52.31 52.31 54.55
S3 47.69 49.23 54.13
S4 43.07 44.61 52.86
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 60.48 48.90 11.58 20.9% 3.29 5.9% 56% False False 2,420
10 60.48 44.75 15.73 28.4% 2.09 3.8% 68% False False 2,362
20 60.48 44.75 15.73 28.4% 1.57 2.8% 68% False False 2,819
40 71.56 44.75 26.81 48.4% 1.34 2.4% 40% False False 2,490
60 84.82 44.75 40.07 72.3% 1.40 2.5% 27% False False 2,228
80 109.67 44.75 64.92 117.2% 1.30 2.3% 16% False False 1,848
100 123.71 44.75 78.96 142.5% 1.05 1.9% 13% False False 1,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.64
2.618 72.10
1.618 67.48
1.000 64.62
0.618 62.86
HIGH 60.00
0.618 58.24
0.500 57.69
0.382 57.14
LOW 55.38
0.618 52.52
1.000 50.76
1.618 47.90
2.618 43.28
4.250 35.75
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 57.69 57.93
PP 56.93 57.09
S1 56.16 56.24

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

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