NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	55.58	55.84	0.26	0.5%	54.25
High	57.15	56.04	-1.11	-1.9%	57.15
Low	53.67	54.81	1.14	2.1%	53.67
Close	55.72	54.81	-0.91	-1.6%	54.81
Range	3.48	1.23	-2.25	-64.7%	3.48
ATR
Volume	3,748	4,279	531	14.2%	18,481

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.91	58.09	55.49
R3	57.68	56.86	55.15
R2	56.45	56.45	55.04
R1	55.63	55.63	54.92	55.43
PP	55.22	55.22	55.22	55.12
S1	54.40	54.40	54.70	54.20
S2	53.99	53.99	54.58
S3	52.76	53.17	54.47
S4	51.53	51.94	54.13

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.65	63.71	56.72
R3	62.17	60.23	55.77
R2	58.69	58.69	55.45
R1	56.75	56.75	55.13	57.72
PP	55.21	55.21	55.21	55.70
S1	53.27	53.27	54.49	54.24
S2	51.73	51.73	54.17
S3	48.25	49.79	53.85
S4	44.77	46.31	52.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.15	53.67	3.48	6.3%	1.77	3.2%	33%	False	False	3,696
10	61.90	53.67	8.23	15.0%	1.84	3.4%	14%	False	False	3,407

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	61.27
2.618	59.26
1.618	58.03
1.000	57.27
0.618	56.80
HIGH	56.04
0.618	55.57
0.500	55.43
0.382	55.28
LOW	54.81
0.618	54.05
1.000	53.58
1.618	52.82
2.618	51.59
4.250	49.58

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	55.43	55.41
PP	55.22	55.21
S1	55.02	55.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols