NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 42.45 40.55 -1.90 -4.5% 47.04
High 42.70 40.80 -1.90 -4.4% 50.47
Low 39.38 37.48 -1.90 -4.8% 39.38
Close 40.83 37.59 -3.24 -7.9% 40.83
Range 3.32 3.32 0.00 0.0% 11.09
ATR 4.24 4.18 -0.06 -1.5% 0.00
Volume 312,485 277,431 -35,054 -11.2% 1,393,495
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 48.58 46.41 39.42
R3 45.26 43.09 38.50
R2 41.94 41.94 38.20
R1 39.77 39.77 37.89 39.20
PP 38.62 38.62 38.62 38.34
S1 36.45 36.45 37.29 35.88
S2 35.30 35.30 36.98
S3 31.98 33.13 36.68
S4 28.66 29.81 35.76
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 76.83 69.92 46.93
R3 65.74 58.83 43.88
R2 54.65 54.65 42.86
R1 47.74 47.74 41.85 45.65
PP 43.56 43.56 43.56 42.52
S1 36.65 36.65 39.81 34.56
S2 32.47 32.47 38.80
S3 21.38 25.56 37.78
S4 10.29 14.47 34.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.47 37.48 12.99 34.6% 3.86 10.3% 1% False True 297,249
10 50.47 36.94 13.53 36.0% 4.44 11.8% 5% False False 221,194
20 52.95 35.13 17.82 47.4% 4.14 11.0% 14% False False 191,637
40 61.45 35.13 26.32 70.0% 4.06 10.8% 9% False False 130,630
60 76.72 35.13 41.59 110.6% 4.33 11.5% 6% False False 93,929
80 109.44 35.13 74.31 197.7% 4.56 12.1% 3% False False 73,220
100 123.65 35.13 88.52 235.5% 4.43 11.8% 3% False False 59,681
120 130.15 35.13 95.02 252.8% 4.22 11.2% 3% False False 50,216
Crabel Price Patterns
NR False
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 1.06
Fibonacci Retracements and Extensions
4.250 54.91
2.618 49.49
1.618 46.17
1.000 44.12
0.618 42.85
HIGH 40.80
0.618 39.53
0.500 39.14
0.382 38.75
LOW 37.48
0.618 35.43
1.000 34.16
1.618 32.11
2.618 28.79
4.250 23.37
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 39.14 40.56
PP 38.62 39.57
S1 38.11 38.58

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

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