NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 46.06 46.04 -0.02 0.0% 48.97
High 46.68 47.86 1.18 2.5% 50.88
Low 44.56 45.47 0.91 2.0% 44.55
Close 46.04 46.13 0.09 0.2% 46.13
Range 2.12 2.39 0.27 12.7% 6.33
ATR 3.59 3.50 -0.09 -2.4% 0.00
Volume 95,034 90,778 -4,256 -4.5% 460,206
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 53.66 52.28 47.44
R3 51.27 49.89 46.79
R2 48.88 48.88 46.57
R1 47.50 47.50 46.35 48.19
PP 46.49 46.49 46.49 46.83
S1 45.11 45.11 45.91 45.80
S2 44.10 44.10 45.69
S3 41.71 42.72 45.47
S4 39.32 40.33 44.82
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.18 62.48 49.61
R3 59.85 56.15 47.87
R2 53.52 53.52 47.29
R1 49.82 49.82 46.71 48.51
PP 47.19 47.19 47.19 46.53
S1 43.49 43.49 45.55 42.18
S2 40.86 40.86 44.97
S3 34.53 37.16 44.39
S4 28.20 30.83 42.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.88 44.55 6.33 13.7% 3.08 6.7% 25% False False 92,041
10 50.88 43.19 7.69 16.7% 3.36 7.3% 38% False False 95,851
20 56.86 43.19 13.67 29.6% 3.52 7.6% 22% False False 68,606
40 56.96 39.82 17.14 37.2% 3.56 7.7% 37% False False 44,406
60 74.05 39.82 34.23 74.2% 3.66 7.9% 18% False False 32,595
80 90.14 39.82 50.32 109.1% 3.80 8.2% 13% False False 25,932
100 111.15 39.82 71.33 154.6% 3.67 8.0% 9% False False 21,361
120 123.58 39.82 83.76 181.6% 3.23 7.0% 8% False False 18,035
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.02
2.618 54.12
1.618 51.73
1.000 50.25
0.618 49.34
HIGH 47.86
0.618 46.95
0.500 46.67
0.382 46.38
LOW 45.47
0.618 43.99
1.000 43.08
1.618 41.60
2.618 39.21
4.250 35.31
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 46.67 46.21
PP 46.49 46.18
S1 46.31 46.16

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

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