NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 56.73 57.11 0.38 0.7% 61.50
High 57.40 57.11 -0.29 -0.5% 61.54
Low 56.45 56.50 0.05 0.1% 59.96
Close 57.31 57.04 -0.27 -0.5% 60.39
Range 0.95 0.61 -0.34 -35.8% 1.58
ATR 1.67 1.61 -0.06 -3.7% 0.00
Volume 832 2,526 1,694 203.6% 6,009
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 58.71 58.49 57.38
R3 58.10 57.88 57.21
R2 57.49 57.49 57.15
R1 57.27 57.27 57.10 57.08
PP 56.88 56.88 56.88 56.79
S1 56.66 56.66 56.98 56.47
S2 56.27 56.27 56.93
S3 55.66 56.05 56.87
S4 55.05 55.44 56.70
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 60.46 56.18 4.28 7.5% 0.87 1.5% 20% False False 1,435
10 62.41 56.18 6.23 10.9% 0.85 1.5% 14% False False 1,493
20 62.41 56.18 6.23 10.9% 1.06 1.9% 14% False False 1,778
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.70
2.618 58.71
1.618 58.10
1.000 57.72
0.618 57.49
HIGH 57.11
0.618 56.88
0.500 56.81
0.382 56.73
LOW 56.50
0.618 56.12
1.000 55.89
1.618 55.51
2.618 54.90
4.250 53.91
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 56.96 56.96
PP 56.88 56.87
S1 56.81 56.79

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

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