NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 43.55 45.15 1.60 3.7% 50.63
High 45.77 45.92 0.15 0.3% 54.74
Low 42.42 42.52 0.10 0.2% 44.41
Close 44.77 44.19 -0.58 -1.3% 46.07
Range 3.35 3.40 0.05 1.5% 10.33
ATR 4.00 3.96 -0.04 -1.1% 0.00
Volume 174,619 242,854 68,235 39.1% 636,458
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.41 52.70 46.06
R3 51.01 49.30 45.13
R2 47.61 47.61 44.81
R1 45.90 45.90 44.50 45.06
PP 44.21 44.21 44.21 43.79
S1 42.50 42.50 43.88 41.66
S2 40.81 40.81 43.57
S3 37.41 39.10 43.26
S4 34.01 35.70 42.32
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.40 73.06 51.75
R3 69.07 62.73 48.91
R2 58.74 58.74 47.96
R1 52.40 52.40 47.02 50.41
PP 48.41 48.41 48.41 47.41
S1 42.07 42.07 45.12 40.08
S2 38.08 38.08 44.18
S3 27.75 31.74 43.23
S4 17.42 21.41 40.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.35 42.42 5.93 13.4% 3.15 7.1% 30% False False 181,105
10 54.74 40.89 13.85 31.3% 4.32 9.8% 24% False False 135,539
20 54.74 38.00 16.74 37.9% 3.90 8.8% 37% False False 90,587
40 61.11 38.00 23.11 52.3% 3.88 8.8% 27% False False 63,395
60 77.08 38.00 39.08 88.4% 4.12 9.3% 16% False False 46,676
80 111.00 38.00 73.00 165.2% 4.36 9.9% 8% False False 37,043
100 121.90 38.00 83.90 189.9% 4.23 9.6% 7% False False 30,567
120 128.22 38.00 90.22 204.2% 3.92 8.9% 7% False False 25,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 60.37
2.618 54.82
1.618 51.42
1.000 49.32
0.618 48.02
HIGH 45.92
0.618 44.62
0.500 44.22
0.382 43.82
LOW 42.52
0.618 40.42
1.000 39.12
1.618 37.02
2.618 33.62
4.250 28.07
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 44.22 44.31
PP 44.21 44.27
S1 44.20 44.23

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

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