NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 54.68 51.83 -2.85 -5.2% 52.32
High 54.68 53.60 -1.08 -2.0% 54.52
Low 51.49 51.83 0.34 0.7% 50.12
Close 51.49 52.97 1.48 2.9% 54.52
Range 3.19 1.77 -1.42 -44.5% 4.40
ATR 2.54 2.51 -0.03 -1.2% 0.00
Volume 5,285 4,861 -424 -8.0% 19,038
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.11 57.31 53.94
R3 56.34 55.54 53.46
R2 54.57 54.57 53.29
R1 53.77 53.77 53.13 54.17
PP 52.80 52.80 52.80 53.00
S1 52.00 52.00 52.81 52.40
S2 51.03 51.03 52.65
S3 49.26 50.23 52.48
S4 47.49 48.46 52.00
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.25 64.79 56.94
R3 61.85 60.39 55.73
R2 57.45 57.45 55.33
R1 55.99 55.99 54.92 56.72
PP 53.05 53.05 53.05 53.42
S1 51.59 51.59 54.12 52.32
S2 48.65 48.65 53.71
S3 44.25 47.19 53.31
S4 39.85 42.79 52.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.68 50.40 5.28 10.0% 2.47 4.7% 49% False False 4,932
10 57.15 50.12 7.03 13.3% 2.22 4.2% 41% False False 4,589
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.12
2.618 58.23
1.618 56.46
1.000 55.37
0.618 54.69
HIGH 53.60
0.618 52.92
0.500 52.72
0.382 52.51
LOW 51.83
0.618 50.74
1.000 50.06
1.618 48.97
2.618 47.20
4.250 44.31
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 52.89 53.59
PP 52.80 53.38
S1 52.72 53.18

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

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