NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 53.33 51.11 -2.22 -4.2% 55.35
High 53.47 52.55 -0.92 -1.7% 56.95
Low 52.00 51.11 -0.89 -1.7% 54.77
Close 52.40 52.14 -0.26 -0.5% 55.76
Range 1.47 1.44 -0.03 -2.0% 2.18
ATR
Volume 1,832 4,228 2,396 130.8% 15,952
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.25 55.64 52.93
R3 54.81 54.20 52.54
R2 53.37 53.37 52.40
R1 52.76 52.76 52.27 53.07
PP 51.93 51.93 51.93 52.09
S1 51.32 51.32 52.01 51.63
S2 50.49 50.49 51.88
S3 49.05 49.88 51.74
S4 47.61 48.44 51.35
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 51.11 5.84 11.2% 1.51 2.9% 18% False True 3,443
10 59.11 51.11 8.00 15.3% 1.23 2.4% 13% False True 3,039
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 False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.67
2.618 56.32
1.618 54.88
1.000 53.99
0.618 53.44
HIGH 52.55
0.618 52.00
0.500 51.83
0.382 51.66
LOW 51.11
0.618 50.22
1.000 49.67
1.618 48.78
2.618 47.34
4.250 44.99
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 52.04 54.03
PP 51.93 53.40
S1 51.83 52.77

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

View Archives - Comment on this page... - Back to Index of Symbols