NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 50.87 51.25 0.38 0.7% 53.00
High 52.90 52.74 -0.16 -0.3% 53.81
Low 50.87 51.25 0.38 0.7% 49.28
Close 52.18 52.47 0.29 0.6% 53.81
Range 2.03 1.49 -0.54 -26.6% 4.53
ATR 2.31 2.25 -0.06 -2.5% 0.00
Volume 8,670 4,544 -4,126 -47.6% 26,118
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.62 56.04 53.29
R3 55.13 54.55 52.88
R2 53.64 53.64 52.74
R1 53.06 53.06 52.61 53.35
PP 52.15 52.15 52.15 52.30
S1 51.57 51.57 52.33 51.86
S2 50.66 50.66 52.20
S3 49.17 50.08 52.06
S4 47.68 48.59 51.65
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.89 64.38 56.30
R3 61.36 59.85 55.06
R2 56.83 56.83 54.64
R1 55.32 55.32 54.23 56.08
PP 52.30 52.30 52.30 52.68
S1 50.79 50.79 53.39 51.55
S2 47.77 47.77 52.98
S3 43.24 46.26 52.56
S4 38.71 41.73 51.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.45 49.93 4.52 8.6% 2.29 4.4% 56% False False 6,734
10 56.29 49.28 7.01 13.4% 2.29 4.4% 46% False False 6,214
20 60.48 48.90 11.58 22.1% 2.19 4.2% 31% False False 4,925
40 60.48 44.75 15.73 30.0% 1.54 2.9% 49% False False 3,939
60 76.95 44.75 32.20 61.4% 1.53 2.9% 24% False False 3,219
80 90.08 44.75 45.33 86.4% 1.48 2.8% 17% False False 2,795
100 109.67 44.75 64.92 123.7% 1.32 2.5% 12% False False 2,357
120 123.71 44.75 78.96 150.5% 1.10 2.1% 10% False False 2,022
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.07
2.618 56.64
1.618 55.15
1.000 54.23
0.618 53.66
HIGH 52.74
0.618 52.17
0.500 52.00
0.382 51.82
LOW 51.25
0.618 50.33
1.000 49.76
1.618 48.84
2.618 47.35
4.250 44.92
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 52.31 52.25
PP 52.15 52.03
S1 52.00 51.81

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

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