NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 50.49 51.30 0.81 1.6% 50.12
High 52.59 51.98 -0.61 -1.2% 53.13
Low 49.87 50.32 0.45 0.9% 48.25
Close 51.30 51.52 0.22 0.4% 53.04
Range 2.72 1.66 -1.06 -39.0% 4.88
ATR 3.15 3.04 -0.11 -3.4% 0.00
Volume 14,737 12,038 -2,699 -18.3% 54,294
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.25 55.55 52.43
R3 54.59 53.89 51.98
R2 52.93 52.93 51.82
R1 52.23 52.23 51.67 52.58
PP 51.27 51.27 51.27 51.45
S1 50.57 50.57 51.37 50.92
S2 49.61 49.61 51.22
S3 47.95 48.91 51.06
S4 46.29 47.25 50.61
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.11 64.46 55.72
R3 61.23 59.58 54.38
R2 56.35 56.35 53.93
R1 54.70 54.70 53.49 55.53
PP 51.47 51.47 51.47 51.89
S1 49.82 49.82 52.59 50.65
S2 46.59 46.59 52.15
S3 41.71 44.94 51.70
S4 36.83 40.06 50.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.24 48.80 5.44 10.6% 2.95 5.7% 50% False False 13,211
10 55.16 48.25 6.91 13.4% 2.76 5.3% 47% False False 13,324
20 60.72 47.61 13.11 25.4% 3.11 6.0% 30% False False 12,009
40 60.72 43.67 17.05 33.1% 3.05 5.9% 46% False False 9,241
60 76.25 43.67 32.58 63.2% 2.84 5.5% 24% False False 7,263
80 91.84 43.67 48.17 93.5% 2.62 5.1% 16% False False 6,086
100 110.25 43.67 66.58 129.2% 2.30 4.5% 12% False False 5,108
120 123.73 43.67 80.06 155.4% 1.98 3.8% 10% False False 4,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 59.04
2.618 56.33
1.618 54.67
1.000 53.64
0.618 53.01
HIGH 51.98
0.618 51.35
0.500 51.15
0.382 50.95
LOW 50.32
0.618 49.29
1.000 48.66
1.618 47.63
2.618 45.97
4.250 43.27
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 51.40 51.48
PP 51.27 51.44
S1 51.15 51.40

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

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