NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 40.55 37.49 -3.06 -7.5% 47.04
High 40.80 39.50 -1.30 -3.2% 50.47
Low 37.48 36.10 -1.38 -3.7% 39.38
Close 37.59 37.78 0.19 0.5% 40.83
Range 3.32 3.40 0.08 2.4% 11.09
ATR 4.18 4.12 -0.06 -1.3% 0.00
Volume 277,431 272,828 -4,603 -1.7% 1,393,495
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 47.99 46.29 39.65
R3 44.59 42.89 38.72
R2 41.19 41.19 38.40
R1 39.49 39.49 38.09 40.34
PP 37.79 37.79 37.79 38.22
S1 36.09 36.09 37.47 36.94
S2 34.39 34.39 37.16
S3 30.99 32.69 36.85
S4 27.59 29.29 35.91
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 49.09 36.10 12.99 34.4% 3.96 10.5% 13% False True 300,062
10 50.47 36.10 14.37 38.0% 4.32 11.4% 12% False True 242,021
20 52.95 35.13 17.82 47.2% 4.12 10.9% 15% False False 197,782
40 61.45 35.13 26.32 69.7% 4.02 10.7% 10% False False 136,806
60 76.72 35.13 41.59 110.1% 4.30 11.4% 6% False False 98,309
80 109.44 35.13 74.31 196.7% 4.54 12.0% 4% False False 76,521
100 123.65 35.13 88.52 234.3% 4.43 11.7% 3% False False 62,392
120 129.51 35.13 94.38 249.8% 4.21 11.1% 3% False False 52,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.95
2.618 48.40
1.618 45.00
1.000 42.90
0.618 41.60
HIGH 39.50
0.618 38.20
0.500 37.80
0.382 37.40
LOW 36.10
0.618 34.00
1.000 32.70
1.618 30.60
2.618 27.20
4.250 21.65
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 37.80 39.40
PP 37.79 38.86
S1 37.79 38.32

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

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