NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 52.63 53.00 0.37 0.7% 56.19
High 53.36 53.60 0.24 0.4% 59.66
Low 50.66 49.93 -0.73 -1.4% 51.26
Close 52.42 52.39 -0.03 -0.1% 52.75
Range 2.70 3.67 0.97 35.9% 8.40
ATR 3.45 3.46 0.02 0.5% 0.00
Volume 32,297 33,089 792 2.5% 116,910
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.98 61.36 54.41
R3 59.31 57.69 53.40
R2 55.64 55.64 53.06
R1 54.02 54.02 52.73 53.00
PP 51.97 51.97 51.97 51.46
S1 50.35 50.35 52.05 49.33
S2 48.30 48.30 51.72
S3 44.63 46.68 51.38
S4 40.96 43.01 50.37
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 53.60 49.93 3.67 7.0% 2.73 5.2% 67% True True 28,267
10 59.66 49.35 10.31 19.7% 3.36 6.4% 29% False False 25,783
20 59.66 42.51 17.15 32.7% 3.29 6.3% 58% False False 22,562
40 61.33 42.51 18.82 35.9% 3.38 6.5% 52% False False 21,391
60 77.65 42.51 35.14 67.1% 3.60 6.9% 28% False False 19,045
80 109.72 42.51 67.21 128.3% 3.70 7.1% 15% False False 16,782
100 121.37 42.51 78.86 150.5% 3.57 6.8% 13% False False 14,500
120 129.18 42.51 86.67 165.4% 3.38 6.5% 11% False False 12,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 69.20
2.618 63.21
1.618 59.54
1.000 57.27
0.618 55.87
HIGH 53.60
0.618 52.20
0.500 51.77
0.382 51.33
LOW 49.93
0.618 47.66
1.000 46.26
1.618 43.99
2.618 40.32
4.250 34.33
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 52.18 52.18
PP 51.97 51.97
S1 51.77 51.77

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

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