NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 44.14 45.95 1.81 4.1% 49.00
High 46.38 46.94 0.56 1.2% 49.48
Low 43.35 43.48 0.13 0.3% 45.43
Close 45.55 45.83 0.28 0.6% 47.02
Range 3.03 3.46 0.43 14.2% 4.05
ATR 3.62 3.61 -0.01 -0.3% 0.00
Volume 133,685 107,141 -26,544 -19.9% 286,284
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 55.80 54.27 47.73
R3 52.34 50.81 46.78
R2 48.88 48.88 46.46
R1 47.35 47.35 46.15 46.39
PP 45.42 45.42 45.42 44.93
S1 43.89 43.89 45.51 42.93
S2 41.96 41.96 45.20
S3 38.50 40.43 44.88
S4 35.04 36.97 43.93
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.46 57.29 49.25
R3 55.41 53.24 48.13
R2 51.36 51.36 47.76
R1 49.19 49.19 47.39 48.25
PP 47.31 47.31 47.31 46.84
S1 45.14 45.14 46.65 44.20
S2 43.26 43.26 46.28
S3 39.21 41.09 45.91
S4 35.16 37.04 44.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.48 43.19 6.29 13.7% 3.41 7.4% 42% False False 91,216
10 51.04 43.19 7.85 17.1% 3.13 6.8% 34% False False 69,073
20 56.86 39.82 17.04 37.2% 3.67 8.0% 35% False False 44,134
40 59.57 39.82 19.75 43.1% 3.69 8.1% 30% False False 31,498
60 74.05 39.82 34.23 74.7% 3.73 8.1% 18% False False 23,726
80 102.60 39.82 62.78 137.0% 3.93 8.6% 10% False False 18,923
100 120.30 39.82 80.48 175.6% 3.57 7.8% 7% False False 15,698
120 126.60 39.82 86.78 189.4% 3.06 6.7% 7% False False 13,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.65
2.618 56.00
1.618 52.54
1.000 50.40
0.618 49.08
HIGH 46.94
0.618 45.62
0.500 45.21
0.382 44.80
LOW 43.48
0.618 41.34
1.000 40.02
1.618 37.88
2.618 34.42
4.250 28.78
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 45.62 45.61
PP 45.42 45.38
S1 45.21 45.16

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

View Archives - Comment on this page... - Back to Index of Symbols