NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 58.05 59.10 1.05 1.8% 49.32
High 60.72 59.10 -1.62 -2.7% 55.84
Low 58.02 54.17 -3.85 -6.6% 46.55
Close 58.82 54.41 -4.41 -7.5% 55.80
Range 2.70 4.93 2.23 82.6% 9.29
ATR 3.50 3.60 0.10 2.9% 0.00
Volume 11,655 11,032 -623 -5.3% 28,479
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 70.68 67.48 57.12
R3 65.75 62.55 55.77
R2 60.82 60.82 55.31
R1 57.62 57.62 54.86 56.76
PP 55.89 55.89 55.89 55.46
S1 52.69 52.69 53.96 51.83
S2 50.96 50.96 53.51
S3 46.03 47.76 53.05
S4 41.10 42.83 51.70
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 80.60 77.49 60.91
R3 71.31 68.20 58.35
R2 62.02 62.02 57.50
R1 58.91 58.91 56.65 60.47
PP 52.73 52.73 52.73 53.51
S1 49.62 49.62 54.95 51.18
S2 43.44 43.44 54.10
S3 34.15 40.33 53.25
S4 24.86 31.04 50.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.72 47.61 13.11 24.1% 4.77 8.8% 52% False False 9,783
10 60.72 43.67 17.05 31.3% 3.67 6.8% 63% False False 8,147
20 60.72 43.67 17.05 31.3% 3.49 6.4% 63% False False 7,731
40 70.85 43.67 27.18 50.0% 3.06 5.6% 40% False False 5,743
60 85.30 43.67 41.63 76.5% 2.62 4.8% 26% False False 4,798
80 110.25 43.67 66.58 122.4% 2.35 4.3% 16% False False 3,969
100 123.73 43.67 80.06 147.1% 1.99 3.7% 13% False False 3,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.05
2.618 72.01
1.618 67.08
1.000 64.03
0.618 62.15
HIGH 59.10
0.618 57.22
0.500 56.64
0.382 56.05
LOW 54.17
0.618 51.12
1.000 49.24
1.618 46.19
2.618 41.26
4.250 33.22
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 56.64 57.45
PP 55.89 56.43
S1 55.15 55.42

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

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