NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 56.19 56.42 0.23 0.4% 46.70
High 57.51 59.66 2.15 3.7% 54.76
Low 53.74 56.20 2.46 4.6% 45.42
Close 57.15 57.83 0.68 1.2% 54.73
Range 3.77 3.46 -0.31 -8.2% 9.34
ATR 3.81 3.79 -0.03 -0.7% 0.00
Volume 13,451 22,134 8,683 64.6% 56,235
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 68.28 66.51 59.73
R3 64.82 63.05 58.78
R2 61.36 61.36 58.46
R1 59.59 59.59 58.15 60.48
PP 57.90 57.90 57.90 58.34
S1 56.13 56.13 57.51 57.02
S2 54.44 54.44 57.20
S3 50.98 52.67 56.88
S4 47.52 49.21 55.93
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 59.66 46.25 13.41 23.2% 4.35 7.5% 86% True False 17,507
10 59.66 42.51 17.15 29.7% 3.62 6.3% 89% True False 15,163
20 59.66 42.51 17.15 29.7% 3.54 6.1% 89% True False 21,694
40 70.47 42.51 27.96 48.3% 3.47 6.0% 55% False False 18,885
60 87.13 42.51 44.62 77.2% 3.72 6.4% 34% False False 17,229
80 109.98 42.51 67.47 116.7% 3.79 6.6% 23% False False 15,012
100 123.85 42.51 81.34 140.7% 3.52 6.1% 19% False False 12,760
120 137.93 42.51 95.42 165.0% 3.36 5.8% 16% False False 11,247
Crabel Price Patterns
NR True
NR4 True
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 0.76
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.37
2.618 68.72
1.618 65.26
1.000 63.12
0.618 61.80
HIGH 59.66
0.618 58.34
0.500 57.93
0.382 57.52
LOW 56.20
0.618 54.06
1.000 52.74
1.618 50.60
2.618 47.14
4.250 41.50
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 57.93 56.72
PP 57.90 55.61
S1 57.86 54.51

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

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