NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 49.85 50.10 0.25 0.5% 53.67
High 51.04 50.28 -0.76 -1.5% 56.86
Low 48.23 47.50 -0.73 -1.5% 47.50
Close 49.45 49.11 -0.34 -0.7% 49.11
Range 2.81 2.78 -0.03 -1.1% 9.36
ATR 3.98 3.90 -0.09 -2.2% 0.00
Volume 52,400 42,738 -9,662 -18.4% 171,343
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.30 55.99 50.64
R3 54.52 53.21 49.87
R2 51.74 51.74 49.62
R1 50.43 50.43 49.36 49.70
PP 48.96 48.96 48.96 48.60
S1 47.65 47.65 48.86 46.92
S2 46.18 46.18 48.60
S3 43.40 44.87 48.35
S4 40.62 42.09 47.58
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.24 73.53 54.26
R3 69.88 64.17 51.68
R2 60.52 60.52 50.83
R1 54.81 54.81 49.97 52.99
PP 51.16 51.16 51.16 50.24
S1 45.45 45.45 48.25 43.63
S2 41.80 41.80 47.39
S3 32.44 36.09 46.54
S4 23.08 26.73 43.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.86 47.50 9.36 19.1% 3.63 7.4% 17% False True 34,268
10 56.86 40.18 16.68 34.0% 4.06 8.3% 54% False False 24,631
20 56.96 39.82 17.14 34.9% 3.95 8.0% 54% False False 23,900
40 63.12 39.82 23.30 47.4% 3.68 7.5% 40% False False 18,306
60 80.94 39.82 41.12 83.7% 3.88 7.9% 23% False False 14,498
80 111.15 39.82 71.33 145.2% 3.90 7.9% 13% False False 11,844
100 123.58 39.82 83.76 170.6% 3.37 6.9% 11% False False 9,829
120 132.20 39.82 92.38 188.1% 2.88 5.9% 10% False False 8,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 62.10
2.618 57.56
1.618 54.78
1.000 53.06
0.618 52.00
HIGH 50.28
0.618 49.22
0.500 48.89
0.382 48.56
LOW 47.50
0.618 45.78
1.000 44.72
1.618 43.00
2.618 40.22
4.250 35.69
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 49.04 51.54
PP 48.96 50.73
S1 48.89 49.92

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

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