NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 55.44 59.72 4.28 7.7% 52.68
High 57.66 60.01 2.35 4.1% 53.90
Low 55.18 59.39 4.21 7.6% 50.10
Close 56.31 59.88 3.57 6.3% 52.82
Range 2.48 0.62 -1.86 -75.0% 3.80
ATR 0.00 2.07 2.07 0.00
Volume 3,379 2,750 -629 -18.6% 14,599
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.62 61.37 60.22
R3 61.00 60.75 60.05
R2 60.38 60.38 59.99
R1 60.13 60.13 59.94 60.26
PP 59.76 59.76 59.76 59.82
S1 59.51 59.51 59.82 59.64
S2 59.14 59.14 59.77
S3 58.52 58.89 59.71
S4 57.90 58.27 59.54
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.67 62.05 54.91
R3 59.87 58.25 53.87
R2 56.07 56.07 53.52
R1 54.45 54.45 53.17 55.26
PP 52.27 52.27 52.27 52.68
S1 50.65 50.65 52.47 51.46
S2 48.47 48.47 52.12
S3 44.67 46.85 51.78
S4 40.87 43.05 50.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.01 51.78 8.23 13.7% 1.52 2.5% 98% True False 2,189
10 60.01 50.10 9.91 16.5% 1.75 2.9% 99% True False 2,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 62.65
2.618 61.63
1.618 61.01
1.000 60.63
0.618 60.39
HIGH 60.01
0.618 59.77
0.500 59.70
0.382 59.63
LOW 59.39
0.618 59.01
1.000 58.77
1.618 58.39
2.618 57.77
4.250 56.76
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 59.82 59.10
PP 59.76 58.31
S1 59.70 57.53

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

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