NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 52.03 51.46 -0.57 -1.1% 53.33
High 52.45 54.91 2.46 4.7% 54.91
Low 51.53 51.46 -0.07 -0.1% 51.11
Close 52.40 55.19 2.79 5.3% 55.19
Range 0.92 3.45 2.53 275.0% 3.80
ATR 1.55 1.69 0.14 8.7% 0.00
Volume 3,222 6,041 2,819 87.5% 15,323
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.20 63.15 57.09
R3 60.75 59.70 56.14
R2 57.30 57.30 55.82
R1 56.25 56.25 55.51 56.78
PP 53.85 53.85 53.85 54.12
S1 52.80 52.80 54.87 53.33
S2 50.40 50.40 54.56
S3 46.95 49.35 54.24
S4 43.50 45.90 53.29
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.14 63.96 57.28
R3 61.34 60.16 56.24
R2 57.54 57.54 55.89
R1 56.36 56.36 55.54 56.95
PP 53.74 53.74 53.74 54.03
S1 52.56 52.56 54.84 53.15
S2 49.94 49.94 54.49
S3 46.14 48.76 54.15
S4 42.34 44.96 53.10
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 10.6% 1.72 3.1% 70% False False 3,621
10 56.95 51.11 5.84 10.6% 1.33 2.4% 70% False False 3,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 69.57
2.618 63.94
1.618 60.49
1.000 58.36
0.618 57.04
HIGH 54.91
0.618 53.59
0.500 53.19
0.382 52.78
LOW 51.46
0.618 49.33
1.000 48.01
1.618 45.88
2.618 42.43
4.250 36.80
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 54.52 54.46
PP 53.85 53.74
S1 53.19 53.01

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

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