NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 55.12 49.85 -5.27 -9.6% 43.40
High 55.58 51.04 -4.54 -8.2% 52.37
Low 49.96 48.23 -1.73 -3.5% 42.45
Close 50.06 49.45 -0.61 -1.2% 52.23
Range 5.62 2.81 -2.81 -50.0% 9.92
ATR 4.07 3.98 -0.09 -2.2% 0.00
Volume 35,142 52,400 17,258 49.1% 60,902
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 58.00 56.54 51.00
R3 55.19 53.73 50.22
R2 52.38 52.38 49.97
R1 50.92 50.92 49.71 50.25
PP 49.57 49.57 49.57 49.24
S1 48.11 48.11 49.19 47.44
S2 46.76 46.76 48.93
S3 43.95 45.30 48.68
S4 41.14 42.49 47.90
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 46.48 10.38 21.0% 4.26 8.6% 29% False False 30,619
10 56.86 39.82 17.04 34.5% 4.22 8.5% 57% False False 22,408
20 56.96 39.82 17.14 34.7% 3.98 8.0% 56% False False 22,761
40 65.00 39.82 25.18 50.9% 3.68 7.4% 38% False False 17,414
60 86.45 39.82 46.63 94.3% 3.93 7.9% 21% False False 13,845
80 111.15 39.82 71.33 144.2% 3.87 7.8% 14% False False 11,330
100 123.58 39.82 83.76 169.4% 3.34 6.8% 11% False False 9,406
120 133.73 39.82 93.91 189.9% 2.86 5.8% 10% False False 8,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.02
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.98
2.618 58.40
1.618 55.59
1.000 53.85
0.618 52.78
HIGH 51.04
0.618 49.97
0.500 49.64
0.382 49.30
LOW 48.23
0.618 46.49
1.000 45.42
1.618 43.68
2.618 40.87
4.250 36.29
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 49.64 52.55
PP 49.57 51.51
S1 49.51 50.48

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

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