NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	56.95	56.73	-0.22	-0.4%	61.50
High	57.29	57.40	0.11	0.2%	61.54
Low	56.18	56.45	0.27	0.5%	59.96
Close	57.25	57.31	0.06	0.1%	60.39
Range	1.11	0.95	-0.16	-14.4%	1.58
ATR	1.72	1.67	-0.06	-3.2%	0.00
Volume	2,294	832	-1,462	-63.7%	6,009

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.90	59.56	57.83
R3	58.95	58.61	57.57
R2	58.00	58.00	57.48
R1	57.66	57.66	57.40	57.83
PP	57.05	57.05	57.05	57.14
S1	56.71	56.71	57.22	56.88
S2	56.10	56.10	57.14
S3	55.15	55.76	57.05
S4	54.20	54.81	56.79

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.37	64.46	61.26
R3	63.79	62.88	60.82
R2	62.21	62.21	60.68
R1	61.30	61.30	60.53	60.97
PP	60.63	60.63	60.63	60.46
S1	59.72	59.72	60.25	59.39
S2	59.05	59.05	60.10
S3	57.47	58.14	59.96
S4	55.89	56.56	59.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.68	56.18	4.50	7.9%	0.77	1.3%	25%	False	False	1,263
10	62.41	56.18	6.23	10.9%	0.99	1.7%	18%	False	False	1,597
20	62.41	56.18	6.23	10.9%	1.10	1.9%	18%	False	False	1,757

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	61.44
2.618	59.89
1.618	58.94
1.000	58.35
0.618	57.99
HIGH	57.40
0.618	57.04
0.500	56.93
0.382	56.81
LOW	56.45
0.618	55.86
1.000	55.50
1.618	54.91
2.618	53.96
4.250	52.41

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	57.18	57.49
PP	57.05	57.43
S1	56.93	57.37

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