NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 54.63 54.50 -0.13 -0.2% 56.89
High 55.19 54.72 -0.47 -0.9% 60.48
Low 54.43 53.84 -0.59 -1.1% 53.84
Close 55.11 55.22 0.11 0.2% 55.22
Range 0.76 0.88 0.12 15.8% 6.64
ATR 2.35 2.28 -0.08 -3.3% 0.00
Volume 4,740 4,501 -239 -5.0% 17,695
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.23 57.11 55.70
R3 56.35 56.23 55.46
R2 55.47 55.47 55.38
R1 55.35 55.35 55.30 55.41
PP 54.59 54.59 54.59 54.63
S1 54.47 54.47 55.14 54.53
S2 53.71 53.71 55.06
S3 52.83 53.59 54.98
S4 51.95 52.71 54.74
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.43 72.47 58.87
R3 69.79 65.83 57.05
R2 63.15 63.15 56.44
R1 59.19 59.19 55.83 57.85
PP 56.51 56.51 56.51 55.85
S1 52.55 52.55 54.61 51.21
S2 49.87 49.87 54.00
S3 43.23 45.91 53.39
S4 36.59 39.27 51.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.48 53.84 6.64 12.0% 1.83 3.3% 21% False True 3,539
10 60.48 47.43 13.05 23.6% 2.02 3.6% 60% False False 2,385
20 60.48 44.75 15.73 28.5% 1.55 2.8% 67% False False 3,049
40 65.27 44.75 20.52 37.2% 1.24 2.2% 51% False False 2,675
60 79.03 44.75 34.28 62.1% 1.38 2.5% 31% False False 2,360
80 109.67 44.75 64.92 117.6% 1.25 2.3% 16% False False 1,960
100 123.71 44.75 78.96 143.0% 1.06 1.9% 13% False False 1,641
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.46
2.618 57.02
1.618 56.14
1.000 55.60
0.618 55.26
HIGH 54.72
0.618 54.38
0.500 54.28
0.382 54.18
LOW 53.84
0.618 53.30
1.000 52.96
1.618 52.42
2.618 51.54
4.250 50.10
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 54.91 56.92
PP 54.59 56.35
S1 54.28 55.79

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

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