NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 56.30 56.95 0.65 1.2% 55.35
High 56.61 56.95 0.34 0.6% 56.95
Low 54.77 55.61 0.84 1.5% 54.77
Close 56.61 55.76 -0.85 -1.5% 55.76
Range 1.84 1.34 -0.50 -27.2% 2.18
ATR
Volume 5,113 2,782 -2,331 -45.6% 15,952
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 60.13 59.28 56.50
R3 58.79 57.94 56.13
R2 57.45 57.45 56.01
R1 56.60 56.60 55.88 56.36
PP 56.11 56.11 56.11 55.98
S1 55.26 55.26 55.64 55.02
S2 54.77 54.77 55.51
S3 53.43 53.92 55.39
S4 52.09 52.58 55.02
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 62.37 61.24 56.96
R3 60.19 59.06 56.36
R2 58.01 58.01 56.16
R1 56.88 56.88 55.96 57.45
PP 55.83 55.83 55.83 56.11
S1 54.70 54.70 55.56 55.27
S2 53.65 53.65 55.36
S3 51.47 52.52 55.16
S4 49.29 50.34 54.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.95 54.77 2.18 3.9% 1.08 1.9% 45% True False 3,190
10 61.35 54.77 6.58 11.8% 1.05 1.9% 15% False False 2,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.65
2.618 60.46
1.618 59.12
1.000 58.29
0.618 57.78
HIGH 56.95
0.618 56.44
0.500 56.28
0.382 56.12
LOW 55.61
0.618 54.78
1.000 54.27
1.618 53.44
2.618 52.10
4.250 49.92
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 56.28 55.86
PP 56.11 55.83
S1 55.93 55.79

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

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