NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 51.10 56.19 5.09 10.0% 46.70
High 54.76 57.51 2.75 5.0% 54.76
Low 49.35 53.74 4.39 8.9% 45.42
Close 54.73 57.15 2.42 4.4% 54.73
Range 5.41 3.77 -1.64 -30.3% 9.34
ATR 3.82 3.81 0.00 -0.1% 0.00
Volume 23,730 13,451 -10,279 -43.3% 56,235
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.44 66.07 59.22
R3 63.67 62.30 58.19
R2 59.90 59.90 57.84
R1 58.53 58.53 57.50 59.22
PP 56.13 56.13 56.13 56.48
S1 54.76 54.76 56.80 55.45
S2 52.36 52.36 56.46
S3 48.59 50.99 56.11
S4 44.82 47.22 55.08
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.66 76.53 59.87
R3 70.32 67.19 57.30
R2 60.98 60.98 56.44
R1 57.85 57.85 55.59 59.42
PP 51.64 51.64 51.64 52.42
S1 48.51 48.51 53.87 50.08
S2 42.30 42.30 53.02
S3 32.96 39.17 52.16
S4 23.62 29.83 49.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.51 45.42 12.09 21.2% 4.24 7.4% 97% True False 13,937
10 57.51 42.51 15.00 26.2% 3.46 6.1% 98% True False 15,914
20 58.91 42.51 16.40 28.7% 3.54 6.2% 89% False False 22,105
40 70.47 42.51 27.96 48.9% 3.49 6.1% 52% False False 18,670
60 90.00 42.51 47.49 83.1% 3.73 6.5% 31% False False 17,068
80 109.98 42.51 67.47 118.1% 3.77 6.6% 22% False False 14,811
100 123.85 42.51 81.34 142.3% 3.51 6.1% 18% False False 12,555
120 140.00 42.51 97.49 170.6% 3.37 5.9% 15% False False 11,112
Crabel Price Patterns
NR True
NR4 False
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 0.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.53
2.618 67.38
1.618 63.61
1.000 61.28
0.618 59.84
HIGH 57.51
0.618 56.07
0.500 55.63
0.382 55.18
LOW 53.74
0.618 51.41
1.000 49.97
1.618 47.64
2.618 43.87
4.250 37.72
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 56.64 55.41
PP 56.13 53.67
S1 55.63 51.94

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

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