NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 53.39 52.91 -0.48 -0.9% 55.75
High 53.43 54.40 0.97 1.8% 57.54
Low 52.61 52.56 -0.05 -0.1% 53.63
Close 52.83 53.61 0.78 1.5% 54.80
Range 0.82 1.84 1.02 124.4% 3.91
ATR 2.59 2.54 -0.05 -2.1% 0.00
Volume 18,936 14,362 -4,574 -24.2% 96,814
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 59.04 58.17 54.62
R3 57.20 56.33 54.12
R2 55.36 55.36 53.95
R1 54.49 54.49 53.78 54.93
PP 53.52 53.52 53.52 53.74
S1 52.65 52.65 53.44 53.09
S2 51.68 51.68 53.27
S3 49.84 50.81 53.10
S4 48.00 48.97 52.60
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.05 64.84 56.95
R3 63.14 60.93 55.88
R2 59.23 59.23 55.52
R1 57.02 57.02 55.16 56.17
PP 55.32 55.32 55.32 54.90
S1 53.11 53.11 54.44 52.26
S2 51.41 51.41 54.08
S3 47.50 49.20 53.72
S4 43.59 45.29 52.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.49 52.56 3.93 7.3% 1.75 3.3% 27% False True 16,637
10 57.54 52.49 5.05 9.4% 2.28 4.3% 22% False False 20,324
20 62.50 52.49 10.01 18.7% 2.42 4.5% 11% False False 18,735
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.22
2.618 59.22
1.618 57.38
1.000 56.24
0.618 55.54
HIGH 54.40
0.618 53.70
0.500 53.48
0.382 53.26
LOW 52.56
0.618 51.42
1.000 50.72
1.618 49.58
2.618 47.74
4.250 44.74
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 53.57 53.86
PP 53.52 53.77
S1 53.48 53.69

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

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