NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 53.67 54.46 0.79 1.5% 43.40
High 55.10 56.86 1.76 3.2% 52.37
Low 51.33 53.67 2.34 4.6% 42.45
Close 54.70 55.34 0.64 1.2% 52.23
Range 3.77 3.19 -0.58 -15.4% 9.92
ATR 4.01 3.96 -0.06 -1.5% 0.00
Volume 12,241 28,822 16,581 135.5% 60,902
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.86 63.29 57.09
R3 61.67 60.10 56.22
R2 58.48 58.48 55.92
R1 56.91 56.91 55.63 57.70
PP 55.29 55.29 55.29 55.68
S1 53.72 53.72 55.05 54.51
S2 52.10 52.10 54.76
S3 48.91 50.53 54.46
S4 45.72 47.34 53.59
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 78.78 75.42 57.69
R3 68.86 65.50 54.96
R2 58.94 58.94 54.05
R1 55.58 55.58 53.14 57.26
PP 49.02 49.02 49.02 49.86
S1 45.66 45.66 51.32 47.34
S2 39.10 39.10 50.41
S3 29.18 35.74 49.50
S4 19.26 25.82 46.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.86 43.15 13.71 24.8% 4.58 8.3% 89% True False 19,584
10 56.86 39.82 17.04 30.8% 3.98 7.2% 91% True False 17,469
20 56.96 39.82 17.14 31.0% 3.85 7.0% 91% False False 20,762
40 68.86 39.82 29.04 52.5% 3.63 6.6% 53% False False 15,546
60 86.45 39.82 46.63 84.3% 3.94 7.1% 33% False False 12,566
80 111.15 39.82 71.33 128.9% 3.82 6.9% 22% False False 10,293
100 123.58 39.82 83.76 151.4% 3.26 5.9% 19% False False 8,550
120 133.73 39.82 93.91 169.7% 2.79 5.0% 17% False False 7,315
Crabel Price Patterns
NR True
NR4 True
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 0.99
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.42
2.618 65.21
1.618 62.02
1.000 60.05
0.618 58.83
HIGH 56.86
0.618 55.64
0.500 55.27
0.382 54.89
LOW 53.67
0.618 51.70
1.000 50.48
1.618 48.51
2.618 45.32
4.250 40.11
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 55.32 54.12
PP 55.29 52.89
S1 55.27 51.67

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

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