NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 48.45 48.85 0.40 0.8% 50.92
High 49.55 52.05 2.50 5.0% 52.05
Low 47.10 47.60 0.50 1.1% 46.95
Close 48.79 51.95 3.16 6.5% 51.95
Range 2.45 4.45 2.00 81.6% 5.10
ATR 3.28 3.37 0.08 2.5% 0.00
Volume 35,967 38,896 2,929 8.1% 141,659
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 63.88 62.37 54.40
R3 59.43 57.92 53.17
R2 54.98 54.98 52.77
R1 53.47 53.47 52.36 54.23
PP 50.53 50.53 50.53 50.91
S1 49.02 49.02 51.54 49.78
S2 46.08 46.08 51.13
S3 41.63 44.57 50.73
S4 37.18 40.12 49.50
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.62 63.88 54.76
R3 60.52 58.78 53.35
R2 55.42 55.42 52.89
R1 53.68 53.68 52.42 54.55
PP 50.32 50.32 50.32 50.75
S1 48.58 48.58 51.48 49.45
S2 45.22 45.22 51.02
S3 40.12 43.48 50.55
S4 35.02 38.38 49.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.34 46.95 6.39 12.3% 3.08 5.9% 78% False False 35,370
10 53.60 46.95 6.65 12.8% 2.91 5.6% 75% False False 31,818
20 59.66 42.51 17.15 33.0% 3.33 6.4% 55% False False 24,657
40 61.33 42.51 18.82 36.2% 3.36 6.5% 50% False False 23,861
60 76.00 42.51 33.49 64.5% 3.56 6.9% 28% False False 20,685
80 102.10 42.51 59.59 114.7% 3.62 7.0% 16% False False 18,493
100 114.10 42.51 71.59 137.8% 3.62 7.0% 13% False False 16,158
120 126.50 42.51 83.99 161.7% 3.38 6.5% 11% False False 13,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.96
2.618 63.70
1.618 59.25
1.000 56.50
0.618 54.80
HIGH 52.05
0.618 50.35
0.500 49.83
0.382 49.30
LOW 47.60
0.618 44.85
1.000 43.15
1.618 40.40
2.618 35.95
4.250 28.69
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 51.24 51.13
PP 50.53 50.32
S1 49.83 49.50

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

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