NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 52.70 51.10 -1.60 -3.0% 56.19
High 52.70 53.10 0.40 0.8% 59.66
Low 50.41 50.06 -0.35 -0.7% 51.26
Close 50.91 52.54 1.63 3.2% 52.75
Range 2.29 3.04 0.75 32.8% 8.40
ATR 3.54 3.50 -0.04 -1.0% 0.00
Volume 26,059 25,750 -309 -1.2% 116,910
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.02 59.82 54.21
R3 57.98 56.78 53.38
R2 54.94 54.94 53.10
R1 53.74 53.74 52.82 54.34
PP 51.90 51.90 51.90 52.20
S1 50.70 50.70 52.26 51.30
S2 48.86 48.86 51.98
S3 45.82 47.66 51.70
S4 42.78 44.62 50.87
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 79.76 74.65 57.37
R3 71.36 66.25 55.06
R2 62.96 62.96 54.29
R1 57.85 57.85 53.52 56.21
PP 54.56 54.56 54.56 53.73
S1 49.45 49.45 51.98 47.81
S2 46.16 46.16 51.21
S3 37.76 41.05 50.44
S4 29.36 32.65 48.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.95 50.06 7.89 15.0% 2.91 5.5% 31% False True 26,626
10 59.66 46.25 13.41 25.5% 3.63 6.9% 47% False False 22,067
20 59.66 42.51 17.15 32.6% 3.40 6.5% 58% False False 21,641
40 65.00 42.51 22.49 42.8% 3.42 6.5% 45% False False 20,491
60 78.60 42.51 36.09 68.7% 3.64 6.9% 28% False False 18,459
80 109.98 42.51 67.47 128.4% 3.74 7.1% 15% False False 16,143
100 123.85 42.51 81.34 154.8% 3.59 6.8% 12% False False 13,905
120 129.18 42.51 86.67 165.0% 3.36 6.4% 12% False False 12,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.02
2.618 61.06
1.618 58.02
1.000 56.14
0.618 54.98
HIGH 53.10
0.618 51.94
0.500 51.58
0.382 51.22
LOW 50.06
0.618 48.18
1.000 47.02
1.618 45.14
2.618 42.10
4.250 37.14
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 52.22 52.24
PP 51.90 51.94
S1 51.58 51.64

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

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