NYMEX Light Sweet Crude Oil Future September 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 51.83 52.71 0.88 1.7% 52.32
High 53.60 53.70 0.10 0.2% 54.52
Low 51.83 52.48 0.65 1.3% 50.12
Close 52.97 53.30 0.33 0.6% 54.52
Range 1.77 1.22 -0.55 -31.1% 4.40
ATR 2.51 2.42 -0.09 -3.7% 0.00
Volume 4,861 3,571 -1,290 -26.5% 19,038
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.82 56.28 53.97
R3 55.60 55.06 53.64
R2 54.38 54.38 53.52
R1 53.84 53.84 53.41 54.11
PP 53.16 53.16 53.16 53.30
S1 52.62 52.62 53.19 52.89
S2 51.94 51.94 53.08
S3 50.72 51.40 52.96
S4 49.50 50.18 52.63
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.25 64.79 56.94
R3 61.85 60.39 55.73
R2 57.45 57.45 55.33
R1 55.99 55.99 54.92 56.72
PP 53.05 53.05 53.05 53.42
S1 51.59 51.59 54.12 52.32
S2 48.65 48.65 53.71
S3 44.25 47.19 53.31
S4 39.85 42.79 52.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.68 50.66 5.02 9.4% 2.44 4.6% 53% False False 4,812
10 57.15 50.12 7.03 13.2% 2.18 4.1% 45% False False 4,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 58.89
2.618 56.89
1.618 55.67
1.000 54.92
0.618 54.45
HIGH 53.70
0.618 53.23
0.500 53.09
0.382 52.95
LOW 52.48
0.618 51.73
1.000 51.26
1.618 50.51
2.618 49.29
4.250 47.30
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 53.23 53.23
PP 53.16 53.16
S1 53.09 53.09

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

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