NYMEX Light Sweet Crude Oil Future August 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 49.81 50.60 0.79 1.6% 53.54
High 50.60 51.50 0.90 1.8% 56.29
Low 49.50 49.28 -0.22 -0.4% 52.63
Close 50.59 50.85 0.26 0.5% 53.82
Range 1.10 2.22 1.12 101.8% 3.66
ATR 2.25 2.25 0.00 -0.1% 0.00
Volume 7,887 5,444 -2,443 -31.0% 25,403
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.20 56.25 52.07
R3 54.98 54.03 51.46
R2 52.76 52.76 51.26
R1 51.81 51.81 51.05 52.29
PP 50.54 50.54 50.54 50.78
S1 49.59 49.59 50.65 50.07
S2 48.32 48.32 50.44
S3 46.10 47.37 50.24
S4 43.88 45.15 49.63
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 49.28 7.01 13.8% 2.29 4.5% 22% False True 5,695
10 56.29 49.28 7.01 13.8% 1.59 3.1% 22% False True 5,273
20 60.48 44.75 15.73 30.9% 1.84 3.6% 39% False False 3,817
40 62.08 44.75 17.33 34.1% 1.35 2.7% 35% False False 3,420
60 76.95 44.75 32.20 63.3% 1.47 2.9% 19% False False 2,897
80 102.52 44.75 57.77 113.6% 1.37 2.7% 11% False False 2,464
100 118.25 44.75 73.50 144.5% 1.21 2.4% 8% False False 2,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.94
2.618 57.31
1.618 55.09
1.000 53.72
0.618 52.87
HIGH 51.50
0.618 50.65
0.500 50.39
0.382 50.13
LOW 49.28
0.618 47.91
1.000 47.06
1.618 45.69
2.618 43.47
4.250 39.85
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 50.70 51.14
PP 50.54 51.04
S1 50.39 50.95

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

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