NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 55.28 53.00 -2.28 -4.1% 53.54
High 55.29 53.00 -2.29 -4.1% 56.29
Low 53.82 50.00 -3.82 -7.1% 52.63
Close 53.82 50.59 -3.23 -6.0% 53.82
Range 1.47 3.00 1.53 104.1% 3.66
ATR 2.23 2.34 0.11 5.1% 0.00
Volume 5,392 4,755 -637 -11.8% 25,403
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.20 58.39 52.24
R3 57.20 55.39 51.42
R2 54.20 54.20 51.14
R1 52.39 52.39 50.87 51.80
PP 51.20 51.20 51.20 50.90
S1 49.39 49.39 50.32 48.80
S2 48.20 48.20 50.04
S3 45.20 46.39 49.77
S4 42.20 43.39 48.94
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.23 63.18 55.83
R3 61.57 59.52 54.83
R2 57.91 57.91 54.49
R1 55.86 55.86 54.16 56.89
PP 54.25 54.25 54.25 54.76
S1 52.20 52.20 53.48 53.23
S2 50.59 50.59 53.15
S3 46.93 48.54 52.81
S4 43.27 44.88 51.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.29 50.00 6.29 12.4% 2.19 4.3% 9% False True 4,953
10 60.48 50.00 10.48 20.7% 1.81 3.6% 6% False True 4,593
20 60.48 44.75 15.73 31.1% 1.71 3.4% 37% False False 3,672
40 62.08 44.75 17.33 34.3% 1.31 2.6% 34% False False 3,184
60 76.95 44.75 32.20 63.6% 1.46 2.9% 18% False False 2,736
80 108.14 44.75 63.39 125.3% 1.33 2.6% 9% False False 2,311
100 119.89 44.75 75.14 148.5% 1.17 2.3% 8% False False 1,909
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.75
2.618 60.85
1.618 57.85
1.000 56.00
0.618 54.85
HIGH 53.00
0.618 51.85
0.500 51.50
0.382 51.15
LOW 50.00
0.618 48.15
1.000 47.00
1.618 45.15
2.618 42.15
4.250 37.25
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 51.50 53.15
PP 51.20 52.29
S1 50.89 51.44

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

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