NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 53.16 53.08 -0.08 -0.2% 53.33
High 53.16 54.27 1.11 2.1% 54.91
Low 52.26 52.91 0.65 1.2% 51.11
Close 52.24 53.70 1.46 2.8% 55.19
Range 0.90 1.36 0.46 51.1% 3.80
ATR 1.69 1.71 0.02 1.5% 0.00
Volume 3,725 3,614 -111 -3.0% 15,323
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 57.71 57.06 54.45
R3 56.35 55.70 54.07
R2 54.99 54.99 53.95
R1 54.34 54.34 53.82 54.67
PP 53.63 53.63 53.63 53.79
S1 52.98 52.98 53.58 53.31
S2 52.27 52.27 53.45
S3 50.91 51.62 53.33
S4 49.55 50.26 52.95
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 55.95 51.46 4.49 8.4% 1.64 3.1% 50% False False 4,177
10 56.95 51.11 5.84 10.9% 1.58 2.9% 44% False False 3,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.05
2.618 57.83
1.618 56.47
1.000 55.63
0.618 55.11
HIGH 54.27
0.618 53.75
0.500 53.59
0.382 53.43
LOW 52.91
0.618 52.07
1.000 51.55
1.618 50.71
2.618 49.35
4.250 47.13
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 53.66 54.11
PP 53.63 53.97
S1 53.59 53.84

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

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